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This paper introduces fast R updating algorithms specifically designed for statistical applications, including regression, filtering, and model selection, where data structures change frequently. Although traditional QR decomposition is…

Methodology · Statistics 2026-03-09 Mauro Bernardi , Claudio Busatto , Manuela Cattelan

This article presents matrix backpropagation algorithms for the QR decomposition of matrices $A_{m, n}$, that are either square (m = n), wide (m < n), or deep (m > n), with rank $k = min(m, n)$. Furthermore, we derive novel matrix…

Numerical Analysis · Mathematics 2020-12-14 Denisa A. O. Roberts , Lucas R. Roberts

In this paper we present several additions to the quaternion QR algorithm, including algorithms for eigenvector computation and eigenvalue reordering. A key outcome of the eigenvalue reordering algorithm is that the aggressive early…

Numerical Analysis · Mathematics 2025-11-05 Zhigang Jia , Meiyue Shao , Yanjun Shao

Recent work in the field of signal processing has shown that the singular value decomposition of a matrix with entries in certain real algebras can be a powerful tool. In this article we show how to generalise the QR decomposition and SVD…

Rings and Algebras · Mathematics 2015-12-08 Paul Ginzberg , Christiana Mavroyiakoumou

High-throughput QR decomposition is a key operation in many advanced signal processing and communication applications. For some of these applications, using floating-point computation is becoming almost compulsory. However, there are scarce…

Hardware Architecture · Computer Science 2020-10-26 Javier Hormigo , Sergio D. Muñoz

The QZ algorithm computes the Schur form of a matrix pencil. It is an iterative algorithm and at some point, it must decide that an eigenvalue has converged and move on with another one. Choosing a criterion that makes this decision is…

Numerical Analysis · Mathematics 2023-08-30 Thijs Steel , Raf Vandebril , Julien Langou

A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…

Numerical Analysis · Mathematics 2020-02-13 Ian N. Zwaan

Some fast algorithms for computing the eigenvalues of a block companion matrix $A = U + XY^H$, where $U\in \mathbb C^{n\times n}$ is unitary block circulant and $X, Y \in\mathbb{C}^{n \times k}$, have recently appeared in the literature.…

Numerical Analysis · Mathematics 2019-08-30 Roberto Bevilacqua , Gianna M. Del Corso , Luca Gemignani

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

Numerical Analysis · Mathematics 2021-12-28 Qiaohua Liu , Sitao Ling , Zhigang Jia

The reduction of a matrix to an upper $J$-Hessenberg form is a crucial step in the $SR$-algorithm (which is a $QR$-like algorithm), structure-preserving, for computing eigenvalues and vectors, for a class of structured matrices. This…

Numerical Analysis · Mathematics 2017-10-24 Ahmed Salam , Haithem Ben Kahla

In this paper, we provide a structure-preserving one-sided cyclic Jacobi method for computing the singular value decomposition of a quaternion matrix. In this method, the columns of the quaternion matrix are orthogonalized in pairs by using…

Numerical Analysis · Mathematics 2018-11-22 Ru-Ru Ma , Zheng-Jian Bai

The quaternion biconjugate gradient (QBiCG) method, as a novel variant of quaternion Lanczos-type methods for solving the non-Hermitian quaternion linear systems, does not yield a minimization property. This means that the method possesses…

Numerical Analysis · Mathematics 2024-02-07 Tao Li , Qing-Wen Wang , Xin-Fang Zhang

Efficient task scheduling is paramount in parallel programming on multi-core architectures, where tasks are fundamental computational units. QR factorization is a critical sub-routine in Sequential Least Squares Quadratic Programming…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-12 Soumyajit Chatterjee , Rahul Utkoor , Uppu Eshwar , Sathya Peri , V. Krishna Nandivada

In recent years, tensor networks have emerged as powerful tools for solving large-scale optimization problems. One of the most promising tensor networks is the tensor ring (TR) decomposition, which achieves circular dimensional permutation…

Computer Vision and Pattern Recognition · Computer Science 2023-09-19 Jifei Miao , Kit Ian Kou , Hongmin Cai , Lizhi Liu

The optimization of real scalar functions of quaternion variables, such as the mean square error or array output power, underpins many practical applications. Solutions often require the calculation of the gradient and Hessian, however,…

Numerical Analysis · Mathematics 2016-02-23 Dongpo Xu , Danilo P. Mandic

We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses. This factorization is a critical part of a…

Numerical Analysis · Mathematics 2019-09-17 Grey Ballard , James Demmel , Ioana Dumitriu , Alexander Rusciano

The QR-algorithm is one of the most important algorithms in linear algebra. Its several variants make feasible the computation of the eigenvalues and eigenvectors of a numerical real or complex matrix, even when the dimensions of the matrix…

Numerical Analysis · Mathematics 2020-09-02 Avinash Kulkarni , Tristan Vaccon

In this paper, we present the QR Algorithm with Permutations that shows an improved convergence rate compared to the classical QR algorithm. We determine a bound for performance based on best instantaneous convergence, and develop low…

Numerical Analysis · Computer Science 2014-02-21 Aravindh Krishnamoorthy

A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized…

Numerical Analysis · Mathematics 2014-10-09 Paola Boito , Yuli Eidelman , Luca Gemignani

This paper proposes a novel matrix rank-one decomposition for quaternion Hermitian matrices, which admits a stronger property than the previous results in (sturm2003cones,huang2007complex,ai2011new). The enhanced property can be used to…

Optimization and Control · Mathematics 2021-09-14 Chang He , Bo Jiang , Xihua Zhu