Accurate Solution of Weighted Least Squares by Iterative Methods
| dc.contributor.author | Bobrovnikova, Elena Y. | en_US |
| dc.contributor.author | Vavasis, Stephen A. | en_US |
| dc.date.accessioned | 2007-04-04T16:32:27Z | |
| dc.date.available | 2007-04-04T16:32:27Z | |
| dc.date.issued | 1997-02-06 | en_US |
| dc.description.abstract | We consider the weighted least-squares (WLS) problem with a very ill-conditioned weight matrix. Weighted least-squares problems arise in many applications including linear programming, electrical networks, boundary value problems, and structures. Because of roundoff errors, standard iterative methods for solving a WLS problem with ill-conditioned weights may not give the correct answer. Indeed, the difference between the true and computed solution (forward error) may be large. We propose an iterative algorithm, called MINRES-L, for solving WLS problems. The MINRES-L method is the application of MINRES, a Krylov-space method due to Paige and Saunders, to a certain layered linear system. Using a simplified model of the effects of round off error, we prove that MINRES-L gives answers with small forward error. We present computational experiments for some applications. | en_US |
| dc.format.extent | 419229 bytes | |
| dc.format.extent | 350056 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.citation | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/97-268 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/5598 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | theory center | en_US |
| dc.title | Accurate Solution of Weighted Least Squares by Iterative Methods | en_US |
| dc.type | technical report | en_US |