Cornell University
Library
Cornell UniversityLibrary

eCommons

Help
Log In(current)
  1. Home
  2. Cornell Computing and Information Science
  3. Computer Science
  4. Computer Science Technical Reports
  5. Complete Orthogonal Decomposition for Weighted Least Squares

Complete Orthogonal Decomposition for Weighted Least Squares

File(s)
94-1473.ps (236.72 KB)
94-1473.pdf (230.24 KB)
Permanent Link(s)
https://hdl.handle.net/1813/6082
Collections
Computer Science Technical Reports
Author
Hough, Patricia
Vavasis, Stephen
Abstract

Consider a full-rank weighted least-squares problem in which the weight matrix is highly ill-conditioned. Because of the ill-conditioning, standard methods for solving least-squares problems, QR factorization and the nullspace method for example, break down. G. W. Stewart established a norm bound for such a system of equations, indicating that it may be possible to find an algorithm that gives an accurate solution. S. A. Vavasis proposed a new definition of stability that is based on this result. He also proposed the NSH algorithm for solving this least-squares problem and showed that it satisfies the new definition of stability. This paper describes a complete orthogonal decomposition algorithm to solve this problem and shows that it is also stable. This new algorithm is simpler and more efficient than the NSH method.

Date Issued
1994-05
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR94-1473
Type
technical report

Site Statistics | Help

About eCommons | Policies | Terms of use | Contact Us

copyright © 2002-2026 Cornell University Library | Privacy | Web Accessibility Assistance