Fast Algorithms for Structured Least Squares and Total Least Squares Problems
نویسندگان
چکیده
منابع مشابه
Fast Algorithms for Structured Least Squares and Total Least Squares Problems
We consider the problem of solving least squares problems involving a matrix M of small displacement rank with respect to two matrices Z 1 and Z 2. We develop formulas for the generators of the matrix M (H) M in terms of the generators of M and show that the Cholesky factorization of the matrix M (H) M can be computed quickly if Z 1 is close to unitary and Z 2 is triangular and nilpotent. These...
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The standard approaches to solving overdetermined linear systems Ax ≈ b construct minimal corrections to the vector b and/or the matrix A such that the corrected system is compatible. In ordinary least squares (LS) the correction is restricted to b, while in data least squares (DLS) it is restricted to A. In scaled total least squares (Scaled TLS) [15], corrections to both b and A are allowed, ...
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ژورنال
عنوان ژورنال: Journal of Research of the National Institute of Standards and Technology
سال: 2006
ISSN: 1044-677X
DOI: 10.6028/jres.111.010