A factorization method for the solution of constrained linear least squares problems allowing subsequent data changes
β Scribed by K. Schittkowski; J. Stoer
- Publisher
- Springer-Verlag
- Year
- 1978
- Tongue
- English
- Weight
- 980 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0029-599X
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π SIMILAR VOLUMES
A constrained least squares method is developed for the estimation of the effects of an unknown intervening causal factor in regression analysis, when the unknown factor shifts the regression hyperplane monotonically upwards (downwards) over time. As an illustration, we estimate the price elasticity
In this paper we consider an underdetermined system of equations Lx Ο b so m Ο½ n. However, the methods given We present an iterative method of preconditioned Krylov type for the solution of large least squares problems. We prove that the in Section 3 can also be used for overdetermined systems. me