Accurate Solution of Structured Least Squares Problems via Rank-Revealing Decompositions
نویسندگان
چکیده
منابع مشابه
Accurate Solution of Structured Least Squares Problems via Rank-Revealing Decompositions
Least squares problems minx ‖b−Ax‖2 where the matrix A ∈ Cm×n (m ≥ n) has some particular structure arise frequently in applications. Polynomial data fitting is a well-known instance of problems that yield highly structured matrices, but many other examples exist. Very often, structured matrices have huge condition numbers κ2(A) = ‖A‖2 ‖A†‖2 (A† is the Moore-Penrose pseudo-inverse ofA) and, the...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2013
ISSN: 0895-4798,1095-7162
DOI: 10.1137/12088642x