Fast QR updating methods for statistical applications
面向统计应用的快速 QR 更新方法
This paper introduces fast R updating algorithms specifically designed for statistical applications, including regression, filtering, and model selection, where data structures change frequently. Although traditional QR decomposition is essential for matrix operations, it becomes computationally intensive when dynamically updating the design matrix in statistical models. The proposed algorithms efficiently update the R matrix without the need for recalculation of Q, thereby…