Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections (Q1300855)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections |
scientific article |
Statements
Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections (English)
0 references
11 November 1999
0 references
New row \(M\)-invariant methods for the weighted linear least squares problem \[ \min_{x\in\mathbb{R}^n} \|M^{-1/2}(b- Ax)\|_2 \] are introduced. Some numerical experiments indicating the numerical stability of the methods and some remarks are given.
0 references
inverse updating and downdating
0 references
\(M\)-invariant reflections
0 references
weighted linear least squares
0 references
numerical experiments
0 references
numerical stability
0 references
