𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the almost rank deficient case of the least squares problem

✍ Scribed by Per-Åke Wedin

Publisher
Springer Netherlands
Year
1973
Tongue
English
Weight
561 KB
Volume
13
Category
Article
ISSN
0006-3835

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

On the worst-case divergence of the leas
On the worst-case divergence of the least-squares algorithm
✍ Hüseyin Akçay; Brett Ninness 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 371 KB

In this paper, we provide a ~-norm lower bound on the worst-case identification error of least-squares estimation when using FIR model structures. This bound increases as a logarithmic function of model complexity and is valid for a wide class of inputs characterized as being quasi-stationary with c

Ranks of least squares solutions of the
Ranks of least squares solutions of the matrix equation
✍ Yong Hui Liu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 224 KB

For a complex matrix equation AX B = C, we solve the following two problems: (1) the maximal and minimal ranks of least square solution X to AX B = C, and (2) the maximal and minimal ranks of two real matrices X 0 and X 1 in least square solution X = X 0 + iX 1 to AX B = C. We also give a necessary

A note on the scaled total least squares
A note on the scaled total least squares problem
✍ Wei Xu; Sanzheng Qiao; Yimin Wei 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 144 KB

In this note, we present two results on the scaled total least squares problem. First, we discuss the relation between the scaled total least squares and the least squares problems. We derive an upper bound for the difference between the scaled total least squares solution and the least squares solu