For large-scale matrix Aand vector v, I want to to compute R^{-1]v, where A=QR is the QR factorization of A. The explicit computation of QR and R^{-1} is unaffordable.
Is there any iterative method to approximate R^{-1]v implicitly?
The below article explains an Implicit iterative method.
Article Implicit iterative method for approximating a common solutio...
presumably R is an upper triangular matrix (from the QR factorization of A)
then direct "backwards substitution" might do the job for finding R^{-1}v
Hi,
Please take look at those attached files.
Best regards
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