The purpose of this paper is to reintroduce the generalized QR factorization with or without pivoting of two matrices A and B having the same number of rows. When B is square and nonsingular, the factorization implicity gives the orthogonal factorization of B-1A. Continuing the work of Paige and Hammarling, we discuss the different forms of the factorization from the point of view of general-purpose software development. In addition, we demonstrate the applications of the GQR factorization in solving the linear equality-constrained least-squares problem and the generalized linear regression problem, and in estimating the conditioning of these problems. © 1992.
CITATION STYLE
Anderson, E., Bai, Z., & Dongarra, J. (1992). Generalized QR factorization and its applications. Linear Algebra and Its Applications, 162–164(C), 243–271. https://doi.org/10.1016/0024-3795(92)90379-O
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