Solving the full rank interval least squares problem

DOI10.1016/S0168-9274(01)00104-0MaRDI QIDQ1602750zbMATH OpenOpenAlexFDO

Authors R. Smith

Publication date 24 June 2002

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0168-9274(01)00104-0

zbMATH Keywords

full rankinclusion of solutioninterval least squares probleminterval matrixinterval vectorpreconditioningQR factorization

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Interval and finite arithmetic (65G30)

Review text

The aim of the paper is to find an inclusion for the solutions of the interval least squares problem \(\|Ax-b\|_2\) where \(A\) is a full rank \(m\times n\) interval matrix and \(b\) an interval vector of length \(m\). That is, the inclusion has to contain the solutions of all point least squares problems which are covered by the interval problem. The proposed method for obtaining such an inclusion is based on an interval version of the QR factorization which is combined with preconditioning steps.

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Cites work

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Cited in

(8)

• Solving over-constrained systems of non-linear interval equations -- and its robotic application
• An interval method for studying the relationship between the Australian dollar exchange rate and the gold price
• Solving interval linear least squares problems by PPS-methods
• Interval Householder method for complex linear systems
• Solving overdetermined systems of interval linear equations
• On the possibilistic approach to linear regression models involving uncertain, indeterminate or interval data
• Bounding the solution set of overdetermined system of interval linear equations
• On regular and singular interval systems

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