Implicit scaling of linear least squares problems (Q1569893)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit scaling of linear least squares problems |
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Implicit scaling of linear least squares problems (English)
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24 October 2001
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The solution of weighted linear least squares problems by Householder transformations with implicit scaling is considered, that is, with the weights stored separately. By holding inverse weights, the constrained case can be accommodated. The error analysis of the weighted and unconstrained case is readily extended and that iterative refinement may be applied is shown.
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weighted linear least squares
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QR factorization
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backward errors
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iterative refinement
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Householder transformations
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implicit scaling
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