A self-scaling G-transformation for weighted least squares problems

DOI10.1016/J.APNUM.2021.04.014MaRDI QIDQ2029178zbMATH OpenOpenAlexFDO

Authors Ben-Xia Niu, Bing Zheng, Zhanshan Yang

Publication date 3 June 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2021.04.014

zbMATH Keywords

fast Givens rotationsQR factorizationself-scaling G-transformationweighted least squares problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Quadratic programming (90C20)

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Cites work

• A Framework for Equilibrium Equations
• Accuracy and Stability of Numerical Algorithms
• Accurate solutions of weighted least squares problems associated with rank-structured matrices
• Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted QR Factorization
• Backward stability analysis of weighted linear least-squares problems
• Complete Orthogonal Decomposition for Weighted Least Squares
• Error bounds for computed least squares estimators
• Fast Plane Rotations with Dynamic Scaling
• scientific article; zbMATH DE number 1183040 (Why is no real title available?)
• scientific article; zbMATH DE number 3438258 (Why is no real title available?)
• Least Squares Computations by Givens Transformations Without Square Roots
• Numerical methods for solving linear least squares problems
• On direct elimination methods for solving the equality constrained least squares problem
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem
• Self-scaling fast rotations for stiff and equality-constrained linear least squares problems
• Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems
• The Direct Solution of Weighted and Equality Constrained Least-Squares Problems
• Updating QR factorization procedure for solution of linear least squares problem with equality constraints

Cited in

(1)

• An efficient real structure-preserving algorithm for the quaternion weighted least squares problem with equality constraint

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• mctoolbox

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