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Householder triangularization of a quasimatrix

Nick Trefethen

Abstract

A standard algorithm for computing the QR factorization of a matrix A is Householder triangularization. Here this idea is generalized to the situation in which A is a quasimatrix, that is, a “matrix” whose “columns” are functions defined on an interval [a,b]. Applications are mentioned to quasimatrix leastsquares fitting, singular value decomposition, and determination of ranks, norms, and condition numbers, and numerical illustrations are presented using the chebfun system.

Institution
Oxford University Computing Laboratory
Month
July
Number
NA−08/12
Year
2008