A dynamic method for weighted linear least squares problems (Q699808)

This paper deals with the numerical solution of weighted linear least squares problems. A dynamic method is proposed. The essential idea is to find a dynamical system such that the equilibrium point of the dynamical system is just the solution of the normal equations. Since it is hard to find the analytic solution of the motion of the dynamical system the authors report to numerical methods for stiff ordinary differential equations. Numerical tests suggest that new method is more than comparative with techniques based on the normal equations.