On Fast Qr Algorithms Based on Backward Prediction Errors: New Results and Comparisons
نویسندگان
چکیده
Fast QR decomposition algorithms based on backward prediction errors are well known for their good numerical behavior and low complexity. This paper examines two different versions of the fast QR algorithm based on a priori backward prediction errors as well as other two corresponding versions of the fast QR algorithm based on a posteriori backward prediction errors. The main matrix equations are presented and different versions of the discussed algorithms are derived. From this study, a new formulation for the fast QR algorithm based on a posteriori backward prediction error recursion is derived. The discussed algorithms are compared; differences in computational complexity and in finite precision behavior are shown.
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