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.
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页码：375 / 386
页数：11
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