Displaying similar documents to “Shuffle algorithm for two-dimensional singular systems with a Fornasini-Marchesini model”

An alternating minimization algorithm for Factor Analysis

Valentina Ciccone, Augusto Ferrante, Mattia Zorzi (2019)

Kybernetika

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The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem. This algorithm appears to perform extremely well and is extremely fast even when the given covariance matrix has a very large dimension. The effectiveness of the algorithm is assessed through simulation studies and by applications to three real benchmark...

Variations on the Gram-Schmidt and the Huang algorithms for linear systems: A numerical study

Emilio Spedicato, Maria Teresa Vespucci (1993)

Applications of Mathematics

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In this paper we compare the numerical performance on a set of ill conditioned problems of several algorithms for linear systems based upon the explicit QR factorization and the implicit LQ factorization associated with the Huang and the modified Huang algorithms in the ABS class. The results indicate that the modified Huang algorithm is generally more accurate than the Huang algorithm and competitive with commercial codes based upon the QR factorization with Householder of Givens reflections....