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

页码：375 / 386

页数：11