FORTRAN subroutines for updating the QR decomposition
By: William Gragg, Lother Reichel
Contributors: Reichel, Lother; Naval Postgraduate School (U.S.). Dept. of Mathematics
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1988
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 18
Subjects: COMPUTERS; COMPUTER PROGRAMS
Other titles: NPS-53-89-002.
Description: We present FORTRAN subroutines that update the QR decomposition in a numerically stable manner when A is modified by a matrix of rank one, or when a row or a column is inserted or deleted. These subroutines are modifications of the Algol procedures in Daniel et al. 5. We also present a subroutine that the elements in the lower right corner of R will generally be small if the columns of A are nearly linearly dependent. This subroutine is an implementation of the rank revealing QR decomposition scheme recently proposed by Chan (3). The subroutines have been written to perform well on a vector computer. Algorithms Additional Key Words and Phrases: QR decomposition, updating, subset selection. Computer programs.
Notes: Title from cover.

"NPS-53-89-002."

"November 1988."

AD A204 012.

Includes bibliographical references (p. 17-18).

aq/aq cc:9116 04/23/99.