Rules and software for detecting rank degeneracy

DOI10.1016/0304-4076(80)90051-2zbMath0415.62085OpenAlexW2069966077MaRDI QIDQ600208

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

softwarealgorithmregression problemseconometricsdata matricesdetecting rank degeneracy

Mathematics Subject Classification ID

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

Related Items (1)

Vector Fitting for Matrix-valued Rational Approximation

Uses Software

• EISPACK

Cites Work

• Unnamed Item
• Matrix eigensystem routines. EISPACK guide extension
• Numerical methods for solving linear least squares problems
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
• An Estimate for the Condition Number of a Matrix
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Calculating the Singular Values and Pseudo-Inverse of a Matrix

This page was built for publication: Rules and software for detecting rank degeneracy