eCommons

 

Complete Orthogonal Decomposition for Weighted Least Squares

Other Titles

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 defined the NSH algorithm for solving this least-squares problem and showed that it satisfies his definition of stability. In this paper, we propose a complete orthogonal decomposition algorithm to solve this problem and show that it is also stable. This new algorithm is simpler and more efficient than the NSH method.

Journal / Series

Volume & Issue

Description

Sponsorship

Date Issued

1994-12

Publisher

Cornell University

Keywords

theory center

Location

Effective Date

Expiration Date

Sector

Employer

Union

Union Local

NAICS

Number of Workers

Committee Chair

Committee Co-Chair

Committee Member

Degree Discipline

Degree Name

Degree Level

Related Version

Related DOI

Related To

Related Part

Based on Related Item

Has Other Format(s)

Part of Related Item

Related To

Related Publication(s)

Link(s) to Related Publication(s)

References

Link(s) to Reference(s)

Previously Published As

http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/95-203

Government Document

ISBN

ISMN

ISSN

Other Identifiers

Rights

Rights URI

Types

technical report

Accessibility Feature

Accessibility Hazard

Accessibility Summary

Link(s) to Catalog Record