A dynamic method for weighted linear least squares problems

DOI10.1007/S00607-001-1442-9zbMATH Open1007.65029OpenAlexW1592897568MaRDI QIDQ699808FDOQ699808

Authors Xinyuan Wu, Jianlin Xia, Fan Yang

Publication date 25 September 2002

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00607-001-1442-9

zbMATH Keywords

numerical examplesnormal equationsdynamic systemill-conditioned problemsdynamic methodequilibrium pointlinear least squares

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Stability of topological dynamical systems (37B25) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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(15)

• Dynamic programming and minimal norm solutions of least squares problems
• Fast solving of weighted pairing least-squares systems
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• A self-scaling G-transformation for weighted least squares problems
• Least squares problem and geometric dynamics
• Weighted least squares collocation methods
• Implicit scaling of linear least squares problems
• Iterative solution of weighted linear least squares problems
• Point monotonicity of maps and its applications in numerical computation
• Data dependent weights in discontinuous weighted least-squares approximation with anisotropic support
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• On Linear Least-Squares Problems with Diagonally Dominant Weight Matrices

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