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A dynamic method for weighted linear least squares problems
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AI
DOI：10.1007/s00607-001-1442-9.png)
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Abstract
En 中文
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.
Keywords:
linear least squares
dynamic system
ill-conditioned problems
numerical methods