Accurate Solution of Weighted Least Squares by Iterative Methods
نویسندگان
چکیده
منابع مشابه
Accurate Solution of Weighted Least Squares by Iterative Methods
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 roundoo errors, standard iterative methods for solving a WLS problem with ill-conditioned weights may not give the correct answer. Indeed, ...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2001
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479897316576