Error Analysis of QR Updating with Exponential Windowing
| dc.contributor.author | Stewart, G. W. | en_US |
| dc.date.accessioned | 2004-05-31T22:21:40Z | |
| dc.date.available | 2004-05-31T22:21:40Z | |
| dc.date.created | 1991-05 | en_US |
| dc.date.issued | 1998-10-15 | en_US |
| dc.description.abstract | To appear in Mathematics of Computation Exponential windowing is a widely used technique for suppressing the effects of old data as new data is added to a matrix. Specifically, given an $n\times p$ matrix $X_n$ and a ``forgetting factor'' $\beta\in(0,1)$, one works with the matrix $\dia(\beta^{n-1},\beta^{n-2},\ldots,1)X_n$. In this paper we examine an updating algorithm for computing the QR factorization of $\dia(\beta^{n-1},\beta^{n-2},\ldots,1)X_n$ and show that it is unconditionally stable in the presence of rounding errors. (Also cross-referenced as UMIACS-TR-91-79) | en_US |
| dc.format.extent | 124238 bytes | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/1903/557 | |
| dc.language.iso | en_US | |
| dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
| dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
| dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
| dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
| dc.relation.ispartofseries | UM Computer Science Department; CS-TR-2685 | en_US |
| dc.relation.ispartofseries | UMIACS; UMIACS-TR-91-79 | en_US |
| dc.title | Error Analysis of QR Updating with Exponential Windowing | en_US |
| dc.type | Technical Report | en_US |