Questions on the various algorithms used in linear algebra computations (matrix computations).

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Algorithm for Back substitution of LU Decompositions

As part of a larger solution, I've established that I've implemented something incorrectly regarding solving the system $Uz=y$ Where U is the upper triangular submatrix resultant from an LU=A ...
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Finding SVD efficiently for $AB^T$

I posted this on cs theory yesterday but did not get an answer and hence I am posting here. I have a low rank matrix given as $AB^T$ where $A,B \in \mathbb{R}^{n \times p}$ and $p \ll n$. (I know $A$ ...
3
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1answer
170 views

How can I tell which matrix decomposition to use for OLS?

I want to find the least squares solution to Ax=b where A is a highly sparse square matrix. I found two methods that look like they might lead me to a solution: QR factorization, and singular value ...