TY - JOUR
T1 - Block Updating/Downdating Algorithms for Regularised Least Squares Problems and Applications to Linear Discriminant Analysis
AU - Wei , Wei
AU - Dai , Hua
AU - Liang , Weitai
JO - East Asian Journal on Applied Mathematics
VL - 4
SP - 679
EP - 697
PY - 2020
DA - 2020/08
SN - 10
DO - http://doi.org/10.4208/eajam.171219.220220 
UR - https://global-sci.org/intro/article_detail/eajam/17946.html
KW - Block updating, block downdating, regularised least squares problem, economical QR
decomposition, linear discriminant analysis.
AB - <p style="text-align: justify;">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.</p>