Complete Orthogonal Decomposition for Weighted Least Squares
In this paper the authors propose a complete orthogonal decomposition (COD) algorithm for solving weighted least squares problems. \textit{G. W. Stewart} [Linear Algebra Appl. 112, 189-193 (1989; Zbl 0658.15003)] and \textit{M. J. Todd} [Oper. Res. 38, No. 6, 1006-1018 (1990; Zbl 0724.90037)] independently established a norm bound for the weighted least squares problem that is independent of the weight matrix. Using this norm bound \textit{S. A. Vavasis} [SIAM J. Matrix Anal. Appl. 15, No. 4, 1108-1131 (1994; Zbl 0806.65020)] proposed a definition of a ``stable solution of the weighted least squares problem: The solution computed by a stable algorithm must satisfy an accuracy bound that is not affected by ill-conditioning in the weight matrix. A forward analysis shows that COD algorithm is stable in this sense, but it is simpler and more efficient than the algorithm proposed by Vavasis [loc. cit.]. The forward error bound is compared to the backward error analysis of other previous workers on weighted least squares. The paper concludes with a discussion of open questions.
- On the weighting method for least squares problems with linear equality constraints
- A dynamic method for weighted linear least squares problems
- Backward stability analysis of weighted linear least-squares problems
- Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted QR Factorization
- Proximity of weighted and layered least squares solutions
- Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems
- Perturbation bounds for constrained and weighted least squares problems
- Minimum Sobolev norm interpolation of scattered derivative data
- Strong rank revealing LU factorizations
- Effective condition number for weighted linear least squares problems and applications to the Trefftz method
- A norm bound for projections with complex weights
- A self-scaling G-transformation for weighted least squares problems
- 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
- Discrete least-squares finite element methods
- Minimum Sobolev norm interpolation with trigonometric polynomials on the torus
- Backward stability analysis of weighted linear least-squares problems
- Time discretization in the solution of parabolic PDEs with ANNs
- Householder Orthogonalization with a Nonstandard Inner Product
- RandONets: shallow networks with random projections for learning linear and nonlinear operators
- An efficient LDU algorithm for the minimal least squares solution of linear systems
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