Numerical methods for generalized least squares problems
نویسندگان
چکیده
منابع مشابه
Numerical methods for generalized least squares problems
Usually generalized least squares problems are solved by transforming them into regular least squares problems which can then be solved by well-known numerical methods. However, this approach is not very effective in some cases and, besides, is very expensive for large scale problems. In 1979, Paige suggested another approach which consists of solving an equivalent equality-constrained least sq...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1996
ISSN: 0377-0427
DOI: 10.1016/0377-0427(95)00167-0