Modified Givens rotations for inverse updating in QR decomposition

Terence J. Shepherd; John E. McWhirter

doi:10.1117/12.160450

1 November 1993 Modified Givens rotations for inverse updating in QR decomposition

Proceedings Volume 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV; (1993) https://doi.org/10.1117/12.160450
Event: SPIE's 1993 International Symposium on Optics, Imaging, and Instrumentation, 1993, San Diego, CA, United States

Abstract

The sequence of Givens rotations used to update the upper triangular matrix R in a recursive QR decomposition may also be used to update the inverse transpose matrix R^-H. Alternative forms of square-root-free Givens rotation for updating the inverse transpose matrix are derived by representing and storing it in a different factorized form from that used before. The modified Givens rotations do not involve explicit division by the exponential forget factor and lead to an update algorithm equivalent to the one derived by Sakai using Recursive Modified Gram Schmidt orthogonalization.

Citation Download Citation

Terence J. Shepherd and John E. McWhirter "Modified Givens rotations for inverse updating in QR decomposition", Proc. SPIE 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV, (1 November 1993); https://doi.org/10.1117/12.160450

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available