A Dynamic Method for Weighted Linear Least Squares Problems

被引：0
|
作者：
X.-Y. Wu
J.-L. Xia
F. Yang
机构：
[1] Department of Mathematics State Key Laboratory for Novel Software Technology Nanjing University Nanjing,
[2] 210093 P.R. China e-mail: x.y.wu@nju.edu.cn,undefined
来源：
Computing | 2002年 / 68卷
关键词：
AMS Subject Classifications: 65F10, 65F20, 65F30.; Keywords: Linear least squares, dynamic system, ill-conditioned problems, numerical methods.;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A new method for solving the weighted linear least squares problems with full rank is proposed. Based on the theory of Liapunov's stability, the method associates a dynamic system with a weighted linear least squares problem, whose solution we are interested in and integrates the former numerically by an A-stable numerical method. The numerical tests suggest that the new method is more than comparative with current conventional techniques based on the normal equations.
引用
收藏
页码：375 / 386
页数：11
相关论文
共 50 条
  • [1] A dynamic method for weighted linear least squares problems
    Wu, XY
    Xia, JL
    Yang, F
    COMPUTING, 2002, 68 (04) : 375 - 386
  • [2] Iterative Solution of Weighted Linear Least Squares Problems
    Carp, Doina
    Popa, Constantin
    Preclik, Tobias
    Ruede, Ulrich
    ANALELE STIINTIFICE ALE UNIVERSITATII OVIDIUS CONSTANTA-SERIA MATEMATICA, 2020, 28 (02): : 53 - 65
  • [3] Weighted least squares method for censored linear models
    Liu, Wanrong
    Lu, Xuewen
    JOURNAL OF NONPARAMETRIC STATISTICS, 2009, 21 (07) : 787 - 799
  • [4] Effective condition number for weighted linear least squares problems and applications to the Trefftz method
    Wei, Yi-min
    Lu, Tzon-Tzer
    Huang, Hung-Tsai
    Li, Zi-Cai
    ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS, 2012, 36 (01) : 53 - 62
  • [5] On preconditioned GAOR methods for weighted linear least squares problems
    Miao, Shu-Xin
    JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, 2015, 18 (02) : 371 - 382
  • [6] A weighted least squares method for inverse dynamic analysis
    van den Bogert, Antonie J.
    Su, Anne
    COMPUTER METHODS IN BIOMECHANICS AND BIOMEDICAL ENGINEERING, 2008, 11 (01) : 3 - 9
  • [7] Weighted least squares with large linear dynamic range data
    MacTaggart, DL
    Farwell, SO
    ABSTRACTS OF PAPERS OF THE AMERICAN CHEMICAL SOCIETY, 1997, 213 : 122 - ANYL
  • [8] BASIC PROCEDURES FOR LARGE, SPARSE OR WEIGHTED LINEAR LEAST SQUARES PROBLEMS
    GENTLEMAN, WM
    THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 1974, 23 (03): : 448 - 454
  • [9] Preconditioned GAOR methods for solving weighted linear least squares problems
    Zhou, Xiaoxia
    Song, Yongzhong
    Wang, Li
    Liu, Qingsheng
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 224 (01) : 242 - 249
  • [10] On the condition number of linear least squares problems in a weighted Frobenius norm
    Gratton, S
    BIT NUMERICAL MATHEMATICS, 1996, 36 (03) : 523 - 530
12345