Ill-conditioning and multicollinearity (Q1595157)
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English | Ill-conditioning and multicollinearity |
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Ill-conditioning and multicollinearity (English)
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29 November 2001
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It is well known that unstability of solutions to small changes in inputs causes many problems in numerical computations. Existence, uniqueness and stability of solutions are important features of mathematical problems. Problems that fail to satisfy these conditions are called ill-posed. The purpose of this study is to remind briefly some methods of solutions to ill-posed problems and to see the impacts or connections of these techniques to some statistical methods.
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ill-conditioning
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multicollinearity
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unstability
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stability
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ill-posed problems
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statistical methods
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