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TIMELY COMMUNICATION.

Authors :
Quintana-Ortí, Gregorio
Quintana-Ortí, Enrique S.
Petitet, Antoine
Source :
SIAM Journal on Scientific Computing. 1998, Vol. 20 Issue 3, p1155-1163. 9p.
Publication Year :
1998

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10648275
Volume :
20
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Scientific Computing
Publication Type :
Academic Journal
Accession number :
13200626