A direct method for a regularized least-squares problem.

DOI10.1002/NLA.644MaRDI QIDQ3011693zbMATH OpenOpenAlexFDO

Authors T. Elfving, Ingegerd Skoglund

Publication date 29 June 2011

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.644

zbMATH Keywords

cross-validationleast squaresnumerical examplesregularization parameterblock matrixQR-factorizationReinsch's methodsubstance transport in rivers

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ecology (92D40) Ill-posedness and regularization problems in numerical linear algebra (65F22)

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Cites work

• A block-preconditioner for a special regularized least-squares problem
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• An Algorithm for the Regularization of Ill-Conditioned, Banded Least Squares Problems
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Least squares with a quadratic constraint
• Rank-Deficient and Discrete Ill-Posed Problems
• Smoothing by spline functions.

Cited in

(3)

• Learning river water quality models by l^1-weighted regularization
• Regularization of criterial problems of the method of least squares
• A block-preconditioner for a special regularized least-squares problem

Describes a project that uses

Uses Software

• UTV
• Regularization tools

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