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QR factorization for row or column symmetric matrix

机译:行或列对称矩阵的QR分解

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摘要

The problem of fast computing the QR factorization of row or column symmetric matrix is considered. We address two new algorithms based on a correspondence of Q and R matrices between the row or column symmetric matrix and its mother matrix. Theoretical analysis and numerical evidence show that, for a class of row or column symmetric matrices, the QR factorization using the mother matrix rather than the row or column symmetric matrix per se can save dramatically the CPU time and memory without loss of any numerical precision.
机译:考虑了快速计算行或列对称矩阵的QR分解的问题。我们基于行或列对称矩阵与其母矩阵之间的Q和R矩阵的对应关系,提出了两种新算法。理论分析和数值证据表明,对于一类行或列对称矩阵,使用母矩阵而不是行或列对称矩阵本身的QR分解本身可以大大节省CPU时间和内存,而不会损失任何数值精度。

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