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A projected semismooth Newton method for problems of calibrating least squares covariance matrix

✍ Scribed by Qingna Li; Donghui Li


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
274 KB
Volume
39
Category
Article
ISSN
0167-6377

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A method for least squares solution of s
✍ R. De Meersman πŸ“‚ Article πŸ“… 1975 πŸ› Elsevier Science 🌐 English βš– 331 KB

An orthogonalization procedure is given for a sequence of vectors having the special feature that consecutive vectors are related by ak+l= Pa k, (k = 1, 2, 3, ...), where P is a unitary operator. This orthogonalization procedure is applied to the least squares solution of linear equations with a cyc