Block Updating/Downdating Algorithms for Regularised Least Squares Problems and Applications to Linear Discriminant Analysis
Year: 2020
Author: Wei Wei, Hua Dai, Weitai Liang
East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 4 : pp. 679–697
Abstract
Block updating and downdating algorithms for regularised least squares problems with multiple right-hand sides based on the economical $QR$ decomposition are proposed. They exploit the initial coefficient matrix structure and use existing solution to establish a solution of the amended problem. Such an approach demonstrates its efficiency in terms of the memory required and the computational cost. Applications to linear discriminant analysis are considered and numerical experiments involving real-world databases show the efficiency of the methods.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.171219.220220
East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 4 : pp. 679–697
Published online: 2020-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 19
Keywords: Block updating block downdating regularised least squares problem economical QR decomposition linear discriminant analysis.