{"title":"矩形矩阵的精确 QR 因式分解","authors":"Christopher Lourenco, Erick Moreno-Centeno","doi":"10.1007/s11590-024-02095-z","DOIUrl":null,"url":null,"abstract":"<p>QR factorization is a key tool in mathematics, computer science, operations research, and engineering. This paper presents the roundoff-error-free (REF) QR factorization framework comprising integer-preserving versions of the standard and the thin QR factorizations and associated algorithms to compute them. Specifically, the standard REF QR factorization factors a given matrix <span>\\(A\\in {\\mathbb {Z}}^{m\\times n}\\)</span> as <span>\\(A=QDR\\)</span>, where <span>\\(Q\\in {\\mathbb {Z}}^{m\\times m}\\)</span> has pairwise orthogonal columns, <i>D</i> is a diagonal matrix, and <span>\\(R\\in {\\mathbb {Z}}^{m\\times n}\\)</span> is an upper trapezoidal matrix; notably, the entries of <i>Q</i> and <i>R</i> are integral, while the entries of <i>D</i> are reciprocals of integers. In the thin REF QR factorization, <span>\\(Q\\in {\\mathbb {Z}}^{m\\times n}\\)</span> also has pairwise orthogonal columns, and <span>\\(R\\in {\\mathbb {Z}}^{n\\times n}\\)</span> is also an upper triangular matrix. In contrast to traditional (i.e., floating-point) QR factorizations, every operation used to compute these factors is integral; thus, REF QR is guaranteed to be an exact orthogonal decomposition. Importantly, the bit-length of every entry in the REF QR factorizations (and within the algorithms to compute them) is bounded polynomially. Notable applications of our REF QR factorizations include finding exact least squares or exact basic solutions, <span>\\({\\textbf{x}}\\in {\\mathbb {Q}}^n\\)</span>, to any given full column rank or rank deficient linear system <span>\\(A {\\textbf{x}}= {\\textbf{b}}\\)</span>, respectively. In addition, our exact factorizations can be used as a subroutine within exact and/or high-precision quadratic programming. 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Specifically, the standard REF QR factorization factors a given matrix <span>\\\\(A\\\\in {\\\\mathbb {Z}}^{m\\\\times n}\\\\)</span> as <span>\\\\(A=QDR\\\\)</span>, where <span>\\\\(Q\\\\in {\\\\mathbb {Z}}^{m\\\\times m}\\\\)</span> has pairwise orthogonal columns, <i>D</i> is a diagonal matrix, and <span>\\\\(R\\\\in {\\\\mathbb {Z}}^{m\\\\times n}\\\\)</span> is an upper trapezoidal matrix; notably, the entries of <i>Q</i> and <i>R</i> are integral, while the entries of <i>D</i> are reciprocals of integers. In the thin REF QR factorization, <span>\\\\(Q\\\\in {\\\\mathbb {Z}}^{m\\\\times n}\\\\)</span> also has pairwise orthogonal columns, and <span>\\\\(R\\\\in {\\\\mathbb {Z}}^{n\\\\times n}\\\\)</span> is also an upper triangular matrix. In contrast to traditional (i.e., floating-point) QR factorizations, every operation used to compute these factors is integral; thus, REF QR is guaranteed to be an exact orthogonal decomposition. 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引用次数: 0
摘要
QR 因式分解是数学、计算机科学、运筹学和工程学的重要工具。本文介绍了无舍入误差(REF)QR 因式分解框架,包括标准 QR 因式分解和精简 QR 因式分解的整数保留版本以及计算它们的相关算法。具体来说,标准 REF QR 因式分解将给定矩阵 \(A\in {\mathbb {Z}^{m\times n}\) 分解为 \(A=QDR\), 其中 \(Q\in {\mathbb {Z}^{m\times m}\) 具有成对正交列,D 是对角矩阵,而 \(R\in {\mathbb {Z}^{m\times n}\) 是上梯形矩阵;值得注意的是,Q 和 R 的条目是整数,而 D 的条目是整数的倒数。在薄 REF QR 因式分解中,(Q/in {\mathbb {Z}^{m\times n}/)也有成对的正交列,而(R/in {\mathbb {Z}^{n\times n}/)也是一个上三角矩阵。与传统(即浮点)QR 因式分解不同,计算这些因式所用的每个运算都是积分运算;因此,REF QR 保证是精确的正交分解。重要的是,REF QR 因式(以及计算这些因式的算法)中每个条目的位长都是多项式有界的。我们的 REF QR 因式分解法的显著应用包括分别为任何给定的全列秩或秩缺陷线性系统 \(A {\textbf{x}}= {\textbf{b}}\) 找到精确最小二乘法或精确基本解 \({textbf{x}}\in {\mathbb {Q}}^n\) 。此外,我们的精确因式分解可以作为精确和/或高精度二次编程的子程序使用。总之,REF QR 提供了一个框架,可以获得任何有理矩阵的精确正交因式分解(因为任何有理/十进制矩阵都可以轻松转化为积分矩阵)。
QR factorization is a key tool in mathematics, computer science, operations research, and engineering. This paper presents the roundoff-error-free (REF) QR factorization framework comprising integer-preserving versions of the standard and the thin QR factorizations and associated algorithms to compute them. Specifically, the standard REF QR factorization factors a given matrix \(A\in {\mathbb {Z}}^{m\times n}\) as \(A=QDR\), where \(Q\in {\mathbb {Z}}^{m\times m}\) has pairwise orthogonal columns, D is a diagonal matrix, and \(R\in {\mathbb {Z}}^{m\times n}\) is an upper trapezoidal matrix; notably, the entries of Q and R are integral, while the entries of D are reciprocals of integers. In the thin REF QR factorization, \(Q\in {\mathbb {Z}}^{m\times n}\) also has pairwise orthogonal columns, and \(R\in {\mathbb {Z}}^{n\times n}\) is also an upper triangular matrix. In contrast to traditional (i.e., floating-point) QR factorizations, every operation used to compute these factors is integral; thus, REF QR is guaranteed to be an exact orthogonal decomposition. Importantly, the bit-length of every entry in the REF QR factorizations (and within the algorithms to compute them) is bounded polynomially. Notable applications of our REF QR factorizations include finding exact least squares or exact basic solutions, \({\textbf{x}}\in {\mathbb {Q}}^n\), to any given full column rank or rank deficient linear system \(A {\textbf{x}}= {\textbf{b}}\), respectively. In addition, our exact factorizations can be used as a subroutine within exact and/or high-precision quadratic programming. Altogether, REF QR provides a framework to obtain exact orthogonal factorizations of any rational matrix (as any rational/decimal matrix can be easily transformed into an integral matrix).
期刊介绍:
Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published.
Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field.
Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.