A note on the computation of the generalized cross-validation function for ill-conditioned least squares problems

DOI10.1007/BF01934905zbMath0554.65029OpenAlexW1995243572MaRDI QIDQ760164

Lars Eldén

Publication date: 1984

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01934905

zbMATH Keywords

singular value decompositionleast squaresill-conditionmethod of generalized cross-validationbidiagonalization algorithmExecution time testsfinite-dimensional regularization

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• LINPACK

Cites Work

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• Large-scale geodetic least-squares adjustment by dissection and orthogonal decomposition
• Singular value decomposition and least squares solutions
• The Singular Value Decomposition in Product Form
• A Technique for the Numerical Solution of Certain Integral Equations of the First Kind
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Algorithms for the regularization of ill-conditioned least squares problems
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• LR algorithm with Laguerre shift for symmetric tridiagonal matrices