A dynamic method for weighted linear least squares problems

DOI10.1007/S00607-001-1442-9MaRDI QIDQ699808zbMATH OpenOpenAlexFDO

Authors Xinyuan Wu, Jianlin Xia, Fan Yang

Publication date 25 September 2002

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00607-001-1442-9

zbMATH Keywords

dynamic methoddynamic systemequilibrium pointill-conditioned problemslinear least squaresnormal equationsnumerical examples

Mathematics Subject Classification ID

Stability of topological dynamical systems (37B25) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Review text

This paper deals with the numerical solution of weighted linear least squares problems. A dynamic method is proposed. The essential idea is to find a dynamical system such that the equilibrium point of the dynamical system is just the solution of the normal equations. Since it is hard to find the analytic solution of the motion of the dynamical system the authors report to numerical methods for stiff ordinary differential equations. Numerical tests suggest that new method is more than comparative with techniques based on the normal equations.

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(19)

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• On the weighting method for least squares problems with linear equality constraints
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• Dynamic programming and minimal norm solutions of least squares problems
• A self-scaling G-transformation for weighted least squares problems
• Fast solving of weighted pairing least-squares systems
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• Complete Orthogonal Decomposition for Weighted Least Squares
• On Linear Least-Squares Problems with Diagonally Dominant Weight Matrices
• Iterative solution of weighted linear least squares problems
• Data dependent weights in discontinuous weighted least-squares approximation with anisotropic support
• Least squares problem and geometric dynamics
• Weighted least squares collocation methods
• Point monotonicity of maps and its applications in numerical computation

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