Abstract
The problem of deleting a row from a Q-R factorization (called downdating) using Gram-Schmidt orthogonalization is intimately connected to using classical iterative methods to solve a least squares problem with the orthogonal factor as the coefficient matrix. Past approaches to downdating have focused upon accurate computation of the residual of that least squares problem, then finding a unit vector in the direction of the residual that becomes a new column for the orthogonal factor. It is also important to compute the solution vector of the related least squares problem accurately, as that vector must be used in the downdating process to maintain good backward error in the new factorization. Using this observation, new algorithms are proposed. One of the new algorithms proposed is a modification of one due to Yoo and Park [BIT, 36:161-181, 1996]. That algorithm is shown to be a Gram-Schmidt procedure. Also presented are new results that bound the loss of orthogonality after downdating. An error analysis shows that the proposed algorithms' behavior in floating point arithmetic is close to their behavior in exact arithmetic. Experiments show that the changes proposed in this paper can have a dramatic impact upon the accuracy of the downdated Q-R decomposition.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 259-285 |
| Number of pages | 27 |
| Journal | BIT Numerical Mathematics |
| Volume | 45 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jun 1 2005 |
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All Science Journal Classification (ASJC) codes
- Software
- Computer Networks and Communications
- Computational Mathematics
- Applied Mathematics
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Improved Gram-Schmidt type downdating methods. / Barlow, Jesse Louis; Smoktunowicz, Alicja; Erbay, Hasan.
In: BIT Numerical Mathematics, Vol. 45, No. 2, 01.06.2005, p. 259-285.Research output: Contribution to journal › Article
TY - JOUR
T1 - Improved Gram-Schmidt type downdating methods
AU - Barlow, Jesse Louis
AU - Smoktunowicz, Alicja
AU - Erbay, Hasan
PY - 2005/6/1
Y1 - 2005/6/1
N2 - The problem of deleting a row from a Q-R factorization (called downdating) using Gram-Schmidt orthogonalization is intimately connected to using classical iterative methods to solve a least squares problem with the orthogonal factor as the coefficient matrix. Past approaches to downdating have focused upon accurate computation of the residual of that least squares problem, then finding a unit vector in the direction of the residual that becomes a new column for the orthogonal factor. It is also important to compute the solution vector of the related least squares problem accurately, as that vector must be used in the downdating process to maintain good backward error in the new factorization. Using this observation, new algorithms are proposed. One of the new algorithms proposed is a modification of one due to Yoo and Park [BIT, 36:161-181, 1996]. That algorithm is shown to be a Gram-Schmidt procedure. Also presented are new results that bound the loss of orthogonality after downdating. An error analysis shows that the proposed algorithms' behavior in floating point arithmetic is close to their behavior in exact arithmetic. Experiments show that the changes proposed in this paper can have a dramatic impact upon the accuracy of the downdated Q-R decomposition.
AB - The problem of deleting a row from a Q-R factorization (called downdating) using Gram-Schmidt orthogonalization is intimately connected to using classical iterative methods to solve a least squares problem with the orthogonal factor as the coefficient matrix. Past approaches to downdating have focused upon accurate computation of the residual of that least squares problem, then finding a unit vector in the direction of the residual that becomes a new column for the orthogonal factor. It is also important to compute the solution vector of the related least squares problem accurately, as that vector must be used in the downdating process to maintain good backward error in the new factorization. Using this observation, new algorithms are proposed. One of the new algorithms proposed is a modification of one due to Yoo and Park [BIT, 36:161-181, 1996]. That algorithm is shown to be a Gram-Schmidt procedure. Also presented are new results that bound the loss of orthogonality after downdating. An error analysis shows that the proposed algorithms' behavior in floating point arithmetic is close to their behavior in exact arithmetic. Experiments show that the changes proposed in this paper can have a dramatic impact upon the accuracy of the downdated Q-R decomposition.
UR - http://www.scopus.com/inward/record.url?scp=27144496091&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=27144496091&partnerID=8YFLogxK
U2 - 10.1007/s10543-005-0015-2
DO - 10.1007/s10543-005-0015-2
M3 - Article
AN - SCOPUS:27144496091
VL - 45
SP - 259
EP - 285
JO - BIT Numerical Mathematics
JF - BIT Numerical Mathematics
SN - 0006-3835
IS - 2
ER -