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On minimum norm solutions

โœ Scribed by A. Dax

Publisher
Springer
Year
1993
Tongue
English
Weight
443 KB
Volume
76
Category
Article
ISSN
0022-3239

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Approximating minimum norm solutions of
Approximating minimum norm solutions of rank-deficient least squares problems
โœ Achiya Dax; Lars Eldรฉn ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 133 KB ๐Ÿ‘ 2 views

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