Complete Orthogonal Decomposition for Weighted Least Squares

DOI10.1137/S089547989528079XzbMath0872.65039MaRDI QIDQ4337387

Patricia D. Hough, Stephen A. Vavasis

Publication date: 8 October 1997

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

error analysisstable algorithmstable solutioncomplete orthogonal decomposition algorithmweighted least-squares problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Related Items (14)

Strong rank revealing LU factorizations ⋮ Time discretization in the solution of parabolic PDEs with ANNs ⋮ Householder Orthogonalization with a Nonstandard Inner Product ⋮ Effective condition number for weighted linear least squares problems and applications to the Trefftz method ⋮ Minimum Sobolev norm interpolation with trigonometric polynomials on the torus ⋮ Backward stability analysis of weighted linear least-squares problems ⋮ A norm bound for projections with complex weights ⋮ Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation ⋮ Accurate solutions of weighted least squares problems associated with rank-structured matrices ⋮ Minimum Sobolev norm interpolation of scattered derivative data ⋮ A self-scaling G-transformation for weighted least squares problems ⋮ An efficient LDU algorithm for the minimal least squares solution of linear systems ⋮ Discrete least-squares finite element methods ⋮ Perturbation bounds for constrained and weighted least squares problems

Uses Software

• LIPSOL
• mctoolbox

This page was built for publication: Complete Orthogonal Decomposition for Weighted Least Squares