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Algebraic operation of special matrices related to method of least squares. - MaRDI portal

Algebraic operation of special matrices related to method of least squares. (Q1812220)

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scientific article; zbMATH DE number 1931541
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Algebraic operation of special matrices related to method of least squares.
scientific article; zbMATH DE number 1931541

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    Algebraic operation of special matrices related to method of least squares. (English)
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    19 March 2004
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    This paper deals with updating the least squares problems. The main result (Theorem 1) is not new as it is a special case of the well-known Sherman-Morrison formula. In the view of numerical point, the suggested approach is not good, because more efficient methods have already existed (for example, see the book of \textit{G. Golub} and \textit{Ch. F. Van Loan}, Matrix computations (1983; Zbl 0559.65011)).
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    least squares method
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    updating
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    Sherman-Morrison formula
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