Efficient algorithms for block downdating of least squares solutions

Authors:
Petko Yanev;Erricos J. Kontoghiorghes
Affiliations:
Institut d'informatique, Université de Neuchâtel, Émile-Argand 11, Case Postale 2, CH-2007 Neuchâtel, Switzerland;Institut d'informatique, Université de Neuchâtel, Émile-Argand 11, CH-2007 Neuchâtel, Switzerland and School of Comp. Sci. and Info. Sys., Birkbeck Coll., Univ. of London, UK a ...
Venue:
Applied Numerical Mathematics - Numerical algorithms, parallelism and applications
Year:
2004

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Abstract

Five computationally efficient algorithms for block downdating of the least squares solutions are proposed. The algorithms are block versions of Givens rotations strategies and are rich in BLAS-3 operations. They efficiently exploit the triangular structure of the matrices. The theoretical complexities of the algorithms are derived and analyzed. The performance of the implementations confirms the theoretical results. The new strategies are found to outperform existing downdating methods.