Rules and software for detecting rank degeneracy

DOI10.1016/0304-4076(80)90051-2MaRDI QIDQ600208zbMATH OpenOpenAlexFDO

Authors Virginia Klema, Stephen C. Peters, Gene H. Golub

Publication date 1980

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(80)90051-2

zbMATH Keywords

softwareeconometricsalgorithmdata matricesdetecting rank degeneracyregression problems

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cites work

• scientific article; zbMATH DE number 3473182 (Why is no real title available?)
• An Estimate for the Condition Number of a Matrix
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
• Matrix eigensystem routines. EISPACK guide extension
• Numerical methods for solving linear least squares problems

Cited in

(1)

• Vector Fitting for Matrix-valued Rational Approximation

Describes a project that uses

Uses Software

• EISPACK

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