In this paper we consider the solution of linear least squares problems min x Ax -b 2 2 where the matrix A โ R mรn is rank deficient. Put p = min{m, n}, let ฯ 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
The eigenvalue problem as a form of minimum least-squared approximation
โ Scribed by R. Tatavarti; Y. Andrade
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 823 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0029-8018
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๐ SIMILAR VOLUMES
The linear least squares problem, min x Ax-b 2 , is solved by applying a multisplitting(MS) strategy in which the system matrix is decomposed by columns into p blocks. The b and x vectors are partitioned consistently with the matrix decomposition. The global least squares problem is then replaced by
In the great hydraulic survey of the Mississippi river, conducted by Humphreys and Abbot, numerous velocity observations with double floats, were taken at different depths below the water surface. The combined results of all these observations are given on page 244 of the second edition of their \_R