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A QR Decomposition for Matrix Pencils

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Abstract

This paper describes an efficient and numerically stable modification of the QR decomposition for solving a parametric set of linear least squares problems with a parametric matrix A + λB for several values of the parameter λ. The method is demonstrated on a typical application.

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Authors and Affiliations

  1. Department of Mathematics, TU Darmstadt, Schloβgartenstraβe 7, DE-64289, Darmstadt, Germany

    P. Spellucci

  2. SAS Institute, Inc., SAS Campus Drive, Cary, NC, 27513, USA

    W. M. Hartmann

Authors
  1. P. Spellucci
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  2. W. M. Hartmann
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Spellucci, P., Hartmann, W.M. A QR Decomposition for Matrix Pencils. BIT Numerical Mathematics 40, 183–189 (2000). https://doi.org/10.1023/A:1022330705119

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  • DOI: https://doi.org/10.1023/A:1022330705119

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