Proximity of Weighted and Layered Least Squares Solutions

In this paper, the researchers analyze the limiting behavior of the weighted least squares problem ..., where each ... is a positive definite diagonal matrix. they consider the situation where the magnitude of the weights differs drastically from one block to the next so that ... Here max(...) and m...

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Veröffentlicht in:	SIAM journal on matrix analysis and applications Jg. 31; H. 3; S. 1172 - 1186
Hauptverfasser:	Kitahara, Tomonari, Tsuchiya, Takashi
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2009
Schlagworte:	Algebra Blocking Constraining Exact sciences and technology Infinity Least squares method Linear and multilinear algebra, matrix theory Linear programming Mathematics Matrix Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Proximity Sciences and techniques of general use Studies Symbols Minimum Proximity 65K05 interior-point methods Least squares problem Interior point method Error bound Linear programming layered least squares method Layer Bounded solution Maximum Numerical analysis weighted least squares method Least squares method 93E24 Linear algebra Positive definite matrix Condition number Behavior 65F05
ISSN:	0895-4798, 1095-7162
Online-Zugang:	Volltext
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