An Efficient Algorithm for the Regularization of Ill-Conditioned Least Squares Problems with Triangular Toeplitz Matrix

DOI10.1137/0905016MaRDI QIDQ3336579zbMATH OpenOpenAlexFDO

Authors Lars Eldén

Publication date 1984

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

Full work available at URL https://doi.org/10.1137/0905016

zbMATH Keywords

deconvolution of time seriesill-conditionedinverse heat transfer problemsLanczos bidiagonalizationnormal equationsplane rotationQR-algorithmregularizationregularized least squares problemToeplitz

Mathematics Subject Classification ID

Volterra integral equations (45D05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical methods for integral equations (65R20)

Recommendations

• Publication:3477881
• Fast Inverse QR Factorization for Toeplitz Matrices
• Efficient Algorithms for Solution of Regularized Total Least Squares
• A systolic array for the regularization of ill-conditioned least-squares problem with triangular Toeplitz matrix
• An Algorithm for the Regularization of Ill-Conditioned, Banded Least Squares Problems

Cited in

(9)

• Parallel solution of certain Toeplitz least-squares problems
• A systolic array for the regularization of ill-conditioned least-squares problem with triangular Toeplitz matrix
• Dynamic regularization of input estimation problems by explicit block inversion
• Using QR factorization and SVD to solve input estimation problems in structural dynamics
• An Algorithm for the Regularization of Ill-Conditioned, Banded Least Squares Problems
• scientific article; zbMATH DE number 4147401 (Why is no real title available?)
• Fast Inverse QR Factorization for Toeplitz Matrices
• Dynamics analysis, offline-online tuning and identification of base inertia parameters for the 3-DOF delta parallel robot under insufficient excitations
• Structured condition numbers of structured Tikhonov regularization problem and their estimations

This page was built for publication: An Efficient Algorithm for the Regularization of Ill-Conditioned Least Squares Problems with Triangular Toeplitz Matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3336579)