Efficient Solution Of The Rank-Deficient Linear Least Squares Problem

DOI10.1137/S1064827596304836MaRDI QIDQ4253055zbMATH OpenOpenAlexFDO

Authors Gregorio Quintana-Ortí, Enrique S. Quintana-Ortí, A. Petitet

Publication date 24 June 1999

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1064827596304836

zbMATH Keywords

block-oriented computationscomplete orthogonal decompositionLAPACKrank-deficient linear least squares problemrank-deficient matricessingular value decomposition

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25) Packaged methods for numerical algorithms (65Y15)

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Cited in

(13)

• An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition
• Rank-k modification methods for recursive least squares problems
• Efficient recursive least squares solver for rank-deficient matrices
• USSOR methods for solving the rank deficient linear least squares problem
• Extensions of incomplete oblique projections method for solving rank-deficient least-squares problems
• A Scheme for Handling Rank-Deficiency in the Solution of Sparse Linear Least Squares Problems
• <b>A RESTRAINED CONDITION NUMBER LEAST SQUARES TECHNIQUE WITH ITS APPLICATIONS TO AVOIDING </b><b>RANK DEFICIENCY </b>
• Algorithm 853
• Solving Rank-Deficient and Ill-posed Problems Using UTV and QR Factorizations
• An Efficient Approach to the Linear Least Squares Problem
• Approximating minimum norm solutions of rank-deficient least squares problems
• A Relaxed Iterative Projection Algorithm for Rank-Deficient Regression Problems
• On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems

Describes a project that uses

Uses Software

• LAPACK

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