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FORTRAN subroutines for updating the QR decomposition

Abstract

We present FORTRAN subroutines that update the QR decomposition in a numerically stable manner when A is modified by a matrix of rank one, or when a row or a column is inserted or deleted. These subroutines are modifications of the Algol procedures in Daniel et al. 5. We also present a subroutine that the elements in the lower right corner of R will generally be small if the columns of A are nearly linearly dependent. This subroutine is an implementation of the rank revealing QR decomposition scheme recently proposed by Chan (3). The subroutines have been written to perform well on a vector computer. Algorithms Additional Key Words and Phrases: QR decomposition, updating, subset selection. Computer programsPrepared for: Naval Postgraduate School and the National Science Foundation, Washington D.C.http://archive.org/details/fortransubroutin00gragO&MN, Direct FundingN

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