QR Updating
LAPACK-style double precision routines for updating the QR factorization.
Adding blocks of columns:
Updating R: addcols.f
Updating Q: addcolsq.f
Deleting blocks of columns:
Updating R: delcols.f
Updating Q: delcolsq.f
Paper
Updating the QR factorization and
the least squares problem, with Sven Hammarling, MIMS EPrint 2008.111. November, 2008.
Adding blocks of rows
To update a QR factorization of a matrix when additional rows are
added to the matrix see Daniel Kressner's page here.