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Mathematics of Computation

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Error analysis of some techniques for updating orthogonal decompositions

Author: C. C. Paige
Journal: Math. Comp. 34 (1980), 465-471
MSC: Primary 65F30
MathSciNet review: 559196
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Abstract: We consider accurate and efficient methods for updating the result of the transformation $ C = BQ$, Q orthogonal, of a given matrix B when Q is available. Adding or deleting a row, or adding a column of B leads to a continuation of the original transformation, and as such is numerically stable. In particular, we discuss a well-known method for updating when a column of B is deleted, and show that it is as numerically stable as the problem allows. The results extend to two-sided transformations of the form $ C = {Z^T}BQ$. The methods and analyses are independent of the form or rank of B and C, and so are widely applicable.

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

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Keywords: Error analysis, updating techniques, orthogonal decompositions, orthogonal matrices
Article copyright: © Copyright 1980 American Mathematical Society

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