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Mathematics of Computation

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An error analysis of a method for solving matrix equations

Author: C. C. Paige
Journal: Math. Comp. 27 (1973), 355-359
MSC: Primary 65F05
MathSciNet review: 0331745
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Abstract: Let $ B = [L\;0]Q$ be a decomposition of the m by n matrix B of rank m such that L is lower triangular and Q is orthonormal. It is possible to solve $ Bx = b$, using L but not Q, in the following manner: solve $ Ly = b$, solve $ {L^T}w = y$, and form $ x = {B^T}w$. It is shown that the numerical stability of this method is comparable to that of the method which uses Q. This is important for some methods used in mathematical programming where B is very large and sparse and Q is discarded to save storage.

References [Enhancements On Off] (What's this?)

  • [1] Peter Businger and Gene H. Golub, Handbook series linear algebra. Linear least squares solutions by Householder transformations, Numer. Math. 7 (1965), 269–276. MR 0176590,
  • [2] P. E. Gill & W. Murray, A Numerically Stable Form of the Simplex Algorithm, Maths. Report No. 87, National Physical Laboratory, Teddington, England, August 1970.
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  • [4] J. H. Wilkinson, The algebraic eigenvalue problem, Clarendon Press, Oxford, 1965. MR 0184422

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Keywords: Error analysis, linear equations, mathematical programming
Article copyright: © Copyright 1973 American Mathematical Society

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