Numerical behaviour of the implicit QR algorithm in the ABS class for linear least squares

Numerical behaviour of the implicit QR algorithm in the ABS class for linear least squares

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Article ID: iaor19941034
Country: Italy
Volume: 22
Issue: 64
Start Page Number: 43
End Page Number: 55
Publication Date: Dec 1992
Journal: Ricerca Operativa
Authors: ,
Keywords: statistics: regression
Abstract:

Three different versions of the implicit QR algorithm in the ABS class of methods applied to least squares problems are experimented. The results show the accuracy of the algorithms in comparison with the standard QR orthogonalization algorithm and the standard SVD decomposition algorithm based on the Householder transformations.

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