Computing Matrix-Matrix Addition using QR and/or SVD

Apologies if this sounds like an uninformed question but I was wondering if there are theoretical results that talk about the following problem:
Suppose we have two matrices and with and they can be written as the following via QR decomposition:
and
Is there a way we can get the QR decomposition of the matrix without explicitly adding and together and by only using the individual QR decomposition of both and . Specifically, I want to know if there are theoretical results that either talk about the feasibility of this algorithmically or if not? provide a justification of why it cannot be done. Also, can the same be said about the SVD of ?

4 commentaires

Jan
Jan le 4 Juil 2021
This question has no relation to Matlab.
Tarek Hajj Shehadi
Tarek Hajj Shehadi le 4 Juil 2021
Modifié(e) : Tarek Hajj Shehadi le 4 Juil 2021
I could provide a possible computational motivation since I am motivated to consider cases where addition of two matrices will lead to absorption since we are solving finite precision. Let us say that elements of A are of scale e<<<1 and elements of B are of scale 1/e then can an approach involving QR or SVD help in finding A+B? while trying to avoid as much numerical loss as possible?
Matt J
Matt J le 4 Juil 2021
Modifié(e) : Matt J le 4 Juil 2021
I don't think I see how that would help you. Let's take the simple case where,
A=e*eye(2);
B=1/e*eye(2);
The QR decomposition of A+B is
Q=eye(2);
R=(e+1/e)*eye(2);
How do you use this to deal with the the case where (e+1/e) absorbs to 1/e in double float precision?
Thank you very much Matt, I will accept your counter example.

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