Complete Orthogonal Decomposition for Weighted Least Squares
| dc.contributor.author | Hough, Patricia | en_US |
| dc.contributor.author | Vavasis, Stephen | en_US |
| dc.date.accessioned | 2007-04-23T16:26:48Z | |
| dc.date.available | 2007-04-23T16:26:48Z | |
| dc.date.issued | 1994-05 | en_US |
| dc.description.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. | en_US |
| dc.format.extent | 235766 bytes | |
| dc.format.extent | 242404 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.cs/TR94-1473 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/6082 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | computer science | en_US |
| dc.subject | technical report | en_US |
| dc.title | Complete Orthogonal Decomposition for Weighted Least Squares | en_US |
| dc.type | technical report | en_US |