FORTRAN Subroutines for Updating the QR Decomposition

Abstract

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.

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Document Details

Document Type
Technical Report
Publication Date
Nov 10, 1988
Accession Number
ADA204012

Entities

People

  • L. Reichel
  • William Gragg

Organizations

  • Naval Postgraduate School

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DTIC Thesaurus Topics

  • Algorithms
  • Arithmetic
  • Compilers
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Decomposition
  • Equations
  • Estimators
  • Linear Algebra
  • Linear Systems
  • Mathematics
  • Plastic Explosives
  • Procedures (Computers)
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  • Computer Science.
  • Linear Algebra