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A Dynamic Method for Weighted Linear Least Squares Problems

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Abstract

A new method for solving the weighted linear least squares problems with full rank is proposed. Based on the theory of Liapunov's stability, the method associates a dynamic system with a weighted linear least squares problem, whose solution we are interested in and integrates the former numerically by an A-stable numerical method. The numerical tests suggest that the new method is more than comparative with current conventional techniques based on the normal equations.

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Authors and Affiliations

  1. Department of Mathematics State Key Laboratory for Novel Software Technology Nanjing University Nanjing, 210093 P.R. China e-mail: x.y.wu@nju.edu.cn, , , , , , CN

    X.-Y. Wu, J.-L. Xia & F. Yang

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  1. X.-Y. Wu
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  2. J.-L. Xia
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  3. F. Yang
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Received August 4, 2000; revised August 29, 2001 Published online April 25, 2002

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Wu, XY., Xia, JL. & Yang, F. A Dynamic Method for Weighted Linear Least Squares Problems. Computing 68, 375–386 (2002). https://doi.org/10.1007/s00607-001-1442-9

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  • DOI: https://doi.org/10.1007/s00607-001-1442-9

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