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Fast Algorithms for Structured Least Squares and Total Least Squares Problems

We consider the problem of solving least squares problems involving a matrix M of small displacement rank with respect to two matrices Z(1) and Z(2). We develop formulas for the generators of the matrix M (H)M in terms of the generators of M and show that the Cholesky factorization of the matrix M (...

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Detalhes bibliográficos
Publicado no:J Res Natl Inst Stand Technol
Main Authors: Kalsi, Anoop, O’Leary, Dianne P.
Formato: Artigo
Idioma:Inglês
Publicado em: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 2006
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4662500/
https://ncbi.nlm.nih.gov/pubmed/27274922
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.6028/jres.111.010
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