Results 1 -
2 of
2
Multifrontal Computation with the Orthogonal Factors of Sparse Matrices
- SIAM Journal on Matrix Analysis and Applications
, 1994
"... . This paper studies the solution of the linear least squares problem for a large and sparse m by n matrix A with m n by QR factorization of A and transformation of the righthand side vector b to Q T b. A multifrontal-based method for computing Q T b using Householder factorization is presented ..."
Abstract
-
Cited by 7 (0 self)
- Add to MetaCart
. This paper studies the solution of the linear least squares problem for a large and sparse m by n matrix A with m n by QR factorization of A and transformation of the righthand side vector b to Q T b. A multifrontal-based method for computing Q T b using Householder factorization is presented. A theoretical operation count for the K by K unbordered grid model problem and problems defined on graphs with p n-separators shows that the proposed method requires O(NR ) storage and multiplications to compute Q T b, where NR = O(n log n) is the number of nonzeros of the upper triangular factor R of A. In order to introduce BLAS-2 operations, Schreiber and Van Loan's Storage-Efficient-WY Representation [SIAM J. Sci. Stat. Computing, 10(1989),pp. 55-57] is applied for the orthogonal factor Q i of each frontal matrix F i . If this technique is used, the bound on storage increases to O(n(logn) 2 ). Some numerical results for the grid model problems as well as Harwell-Boeing problems...
Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem
- Manchester Centre for Computational Mathematics
, 1999
"... . It is well known that the solution of the equality constrained least squares (LSE) problem minBx=d #b - Ax# 2 is the limit of the solution of the unconstrained weighted least squares problem min x h d b i - h B A i x 2 as the weight tends to infinity, assuming that [ B T A ..."
Abstract
-
Cited by 1 (1 self)
- Add to MetaCart
. It is well known that the solution of the equality constrained least squares (LSE) problem minBx=d #b - Ax# 2 is the limit of the solution of the unconstrained weighted least squares problem min x h d b i - h B A i x 2 as the weight tends to infinity, assuming that [ B T A T ] T has full rank. We derive a method for the LSE problem by applying Householder QR factorization with column pivoting to this weighted problem and taking the limit analytically, with an appropriate rescaling of rows. The method obtained is a type of direct elimination method. We adapt existing error analysis for the unconstrained problem to obtain a row-wise backward error bound for the method. The bound shows that, provided row pivoting or row sorting is used, the method is well-suited to problems in which the rows of A and B vary widely in norm. As a by-product of our analysis, we derive a row-wise backward error bound of precisely the same form for the standard elimination m...

