2000
DOI: 10.1007/978-1-4615-4571-2
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Parallel Algorithms for Linear Models

Abstract: Library of Congress Cataloging-in-Publication DataKontoghiorghes, Erricos John.Parallel algorithms for linear models : numerical methods and estimation problems / by Erricos John Kontoghiorghes.p. cm. --(Advances in computational economics; v. 15) lncludes bibliographical references and indexes. ISBN 978-1-4613-7064-2 ISBN 978-1-4615-4571-2 (eBook)

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Cited by 24 publications
(4 citation statements)
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References 90 publications
(224 reference statements)
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“…Numerically, this is equivalent to downdating an orthogonal matrix decomposition after a column has been deleted (Golub and Van Loan 1996;Kontoghiorghes 2000;Smith and Bremner 1989). Givens rotations are employed to efficiently move from one node to another.…”
Section: Computational Strategiesmentioning
confidence: 99%
“…Numerically, this is equivalent to downdating an orthogonal matrix decomposition after a column has been deleted (Golub and Van Loan 1996;Kontoghiorghes 2000;Smith and Bremner 1989). Givens rotations are employed to efficiently move from one node to another.…”
Section: Computational Strategiesmentioning
confidence: 99%
“…One of them uses QR decomposition of the matrix M [19], [20], [21], [22]. The QR decomposition method has the advantage of stability with regard to propagating data errors [19], [20], [21].…”
Section: Least-squares Solutionmentioning
confidence: 99%
“…(3.22) we use a QR decomposition of matrix H. This factorization expresses the matrix H eis the product of em orthogonzil matrix and an upper-triangular matrix [31]. The QR decomposition is computed using the Householder transformation method [22], [23], [31]. The QR decomposition allows us to trajisform the problem into an upper-triangular system of equations which is solved by backsubstitution.…”
Section: Least-squares Solutionmentioning
confidence: 99%
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