Positive definite constrained least-squares estimation of matrices

DOI10.1016/0024-3795(94)00024-8zbMath0847.65024OpenAlexW1973643777MaRDI QIDQ1902117

Yanyan Li

Publication date: 26 September 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)00024-8

zbMATH Keywords

quadratic programmingleast squares estimation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items (6)

A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions ⋮ An iteration method to solve multiple constrained least squares problems ⋮ Unnamed Item ⋮ Gradient methods and conic least-squares problems ⋮ Dykstra's algorithm for constrained least-squares rectangular matrix problems ⋮ Dykstra's algorithm for constrained least-squares doubly symmetric matrix problems

Cites Work

• An efficient algorithm for solving inequalities
• A numerical procedure for finding the positive definite matrix closest to a patterned matrix
• Matrix eigensystem routines - EISPACK guide
• Semi-Definite Matrix Constraints in Optimization
• On the determination of a diagonal solution of the Lyapunov equation
• Positive Semidefinite Matrices: Characterization via Conical Hulls and Least-Squares Solution of a Matrix Equation
• A Nonlinear Programming Problem in Statistics (Educational Testing)
• Convergence Conditions for Nonlinear Programming Algorithms
• Unnamed Item
• Unnamed Item

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