ImplicitQR factorization of a product of three matrices |
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Authors: | Hongyuan Zha |
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Institution: | (1) Scientific Computing and Computational Mathematics, Stanford University, 94305-2140 Stanford, CA, USA |
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Abstract: | We present a numerical algorithm for computing the implicit QR factorization of a product of three matrices, and we illustrate the technique by applying it to the generalized total least squares and the restricted total least squares problems. We also demonstrate how to take advantage of the block structures of the underlying matrices in order to reduce the computational work. |
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Keywords: | 65F20 65F25 |
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