𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Efficient Solution Of The Rank-Deficient Linear Least Squares Problem

✍ Scribed by Quintana-Ortí, Gregorio; Quintana-Ortí, Enrique S.; Petitet, Antoine

Book ID
118189606
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
266 KB
Volume
20
Category
Article
ISSN
1064-8275

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximating minimum norm solutions of
Approximating minimum norm solutions of rank-deficient least squares problems
✍ Achiya Dax; Lars Eldén 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 133 KB 👁 2 views

In this paper we consider the solution of linear least squares problems min x Ax -b 2 2 where the matrix A ∈ R m×n is rank deficient. Put p = min{m, n}, let σ 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