Rules and software for detecting rank degeneracy

DOI10.1016/0304-4076(80)90051-2zbMATH Open0415.62085OpenAlexW2069966077MaRDI QIDQ600208FDOQ600208

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

• Title not available (Why is that?)
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Numerical methods for solving linear least squares problems
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
• Matrix eigensystem routines. EISPACK guide extension
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• An Estimate for the Condition Number of a Matrix

Cited In (1)

• Vector Fitting for Matrix-valued Rational Approximation

Uses Software

• EISPACK

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