fastQR

Fast QR Decomposition and Update

Efficient algorithms for performing, updating, and removing rows or columns from the QR decomposition, R decomposition, or the inverse of the R decomposition of a matrix as rows or columns are added or removed. It also includes functions for solving linear systems of equations, normal equations for linear regression models, and normal equations for linear regression with a RIDGE penalty. For a detailed introduction to these methods, the monograph Matrix Computations (2013, <doi:10.1007/978-3-319-05089-8>) for complete introduction to the methods.

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