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Algebraic properties of the rank-deficient equality-constrained and weighted least squares problems

โœ Scribed by Musheng Wei


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
713 KB
Volume
161
Category
Article
ISSN
0024-3795

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In this paper we consider the solution of linear least squares problems min x Ax -b 2 2 where the matrix A โˆˆ R mร—n is rank deficient. Put p = min{m, n}, let ฯƒ i , i = 1, 2, . . . , p, denote the singular values of A, and let u i and v i denote the corresponding left and right singular vectors. Then