miun.sePublikasjoner
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Modifying the $QR$-decomposition to constrained and weighted linear least squares
Ansvarlig organisasjon
1992 (engelsk)Inngår i: SIAM Journal on Matrix Analysis and Applications, ISSN 0895-4798, Vol. 13, nr 4, s. 1298-1313Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

A new way of looking at a class of methods for the weighted linear least squares problem $min _x | M^{ - ( 1/2 )} ( b - Ax ) |_2 $ where $M = {operatorname{diag}}(mu _i )$ is presented by introducing a modified QR-decomposition with $Q$$M$-invariant, i.e., $QMQ^T = M$. One of the main advantages with this approach is that linear constraints are easily incorporated by letting the corresponding diagonal elements in $M$ become zero. Householder reflections are generalized to $M$-invariant reflections, and an algorithm for solving the constrained and weighted linear least squares problem is described. The system equations (or the augmented system equations) are used to derive condition numbers, and the connection between these condition numbers and the rounding error in the solution is investigated.

sted, utgiver, år, opplag, sider
1992. Vol. 13, nr 4, s. 1298-1313
Emneord [en]
least squares, weights, constraints, QR-decomposition, condition numbers, stability
HSV kategori
Identifikatorer
URN: urn:nbn:se:miun:diva-3984Lokal ID: 4400OAI: oai:DiVA.org:miun-3984DiVA, id: diva2:29016
Tilgjengelig fra: 2008-09-30 Laget: 2009-09-21bibliografisk kontrollert

Open Access i DiVA

Fulltekst mangler i DiVA

Personposter BETA

Gulliksson, Mårten

Søk i DiVA

Av forfatter/redaktør
Gulliksson, Mårten

Søk utenfor DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric

urn-nbn
Totalt: 47 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf