We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix. Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute t...We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix. Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute the solution by solving several triangular systems. We give the first order error analysis to show that the method is backward stable. The method is more efficient than the backward stable method proposed by Chandrasekaran, Gu and Sayed.展开更多
This paper considers the updating problem of the hyperbolic matrix factorizations. The sufficient conditions for the existence of the updated hyperbolic matrix factorizations are first provided. Then, some differentia...This paper considers the updating problem of the hyperbolic matrix factorizations. The sufficient conditions for the existence of the updated hyperbolic matrix factorizations are first provided. Then, some differential inequalities and first order perturbation expansions for the updated hyperbolic factors are derived. These results generalize the corresponding ones for the updating problem of the classical QR factorization obtained by Jiguang SUN.展开更多
文摘We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix. Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute the solution by solving several triangular systems. We give the first order error analysis to show that the method is backward stable. The method is more efficient than the backward stable method proposed by Chandrasekaran, Gu and Sayed.
基金Supported by the National Natural Science Foundation of China(Grant Nos.1120150711171361)the Natural Science Foundation Project of CQ CSTC(Grant No.2010BB9215)
文摘This paper considers the updating problem of the hyperbolic matrix factorizations. The sufficient conditions for the existence of the updated hyperbolic matrix factorizations are first provided. Then, some differential inequalities and first order perturbation expansions for the updated hyperbolic factors are derived. These results generalize the corresponding ones for the updating problem of the classical QR factorization obtained by Jiguang SUN.
