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QR factorization revisited.

机译:再谈QR因式分解。

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摘要

A general framework capturing known QR factorization methods is presented. A relationship between the major classes of methods leads to a new, efficient and accurate method for computing the Cholesky decomposition of ( I − qqT). Incorporating the new Cholesky decomposition into an accurate QR factorization algorithm is expressed as a splitting of orthogonal Hessenberg matrices. Computation is further optimized by introducing a new factorization for orthogonal Hessenberg matrices called DST factorization. A QR algorithm based on DST factorization is presented that has accuracy comparable to Householder transformations, the flexibility of Givens rotations and the lowest operation count of known methods. Also, it has provable bounds on the computation. Results from computing the QR factorization of several ill-conditioned and rank deficient matrices are presented.
机译:提出了捕获已知QR因式分解方法的通用框架。主要方法之间的关系导致了一种新的,高效且准确的计算( T )的Cholesky分解的方法。将新的Cholesky分解合并到精确的QR分解算法中表示为正交Hessenberg矩阵的分裂。通过为正交Hessenberg矩阵引入一种称为DST因式分解的新因式分解来进一步优化计算。提出了一种基于DST分解的QR算法,其精度可与Householder变换相媲美,Givens旋转的灵活性以及已知方法的最低运算量。而且,它在计算上有可证明的界限。给出了计算几种病态和秩不足矩阵的QR因式分解的结果。

著录项

  • 作者

    Barszcz, Eric.;

  • 作者单位

    University of California, Santa Cruz.;

  • 授予单位 University of California, Santa Cruz.;
  • 学科 Computer Science.; Engineering General.; Mathematics.
  • 学位 Ph.D.
  • 年度 2002
  • 页码 115 p.
  • 总页数 115
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 自动化技术、计算机技术;工程基础科学;数学;
  • 关键词

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