Efficient solution of the rank-deficient linear least squares problem

被引：0
|
作者：
Quintana-Ortí, G
Quintana-Ortí, ES
Petitet, A
机构：
[1] Univ Jaime I, Dept Informat, Castellon de La Plana, Spain
[2] Univ Tennessee, Dept Comp Sci, Knoxville, TN 37996 USA
来源：
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1999年 / 20卷 / 03期
关键词：
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we present several new fast and reliable algorithms for solving rank-deficient linear least squares problems by means of the complete orthogonal decomposition. Experimental comparison of our algorithms with the existing implementations in LAPACK on a wide range of platforms shows considerable performance improvements. Moreover, for full-rank matrices the performance of the new algorithm is very close to that of the fast method based on QR factorization, thus providing a valuable general tool for full-rank matrices, rank-deficient matrices, and those matrices with unknown rank.
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页码：1155 / 1163
页数：9
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