Stability of Two Direct Methods for Bidiagonalization and Partial Least Squares
نویسندگان
چکیده
منابع مشابه
Stability of Two Direct Methods for Bidiagonalization and Partial Least Squares
The partial least squares (PLS) method computes a sequence of approximate solutions xk ∈ Kk(AA,A b), k = 1, 2, . . . , to the least squares problem minx ‖Ax− b‖2. If carried out to completion, the method always terminates with the pseudoinverse solution x† = A†b. Two direct PLS algorithms are analyzed. The first uses the Golub–Kahan Householder algorithm for reducing A to upper bidiagonal form....
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2014
ISSN: 0895-4798,1095-7162
DOI: 10.1137/120895639