Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
From MaRDI portal
Publication:4187228
DOI10.1137/0716012zbMath0402.65006OpenAlexW1998741578MaRDI QIDQ4187228
Publication date: 1979
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0716012
EigendecompositionRounding ErrorsCholesky FactorizationLinear Least Squares ProblemNumerically Stable Algorithms
Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10)
Related Items
Asymptotically optimal row-action methods for generalized least squares problems ⋮ An improved algorithm for generalized least squares estimation ⋮ A computationally efficient method for solving SUR models with orthogonal regressors ⋮ An efficient branch-and-bound strategy for subset vector autoregressive model selection ⋮ Computationally efficient methods for estimating the updated-observations SUR models ⋮ Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems ⋮ A constrained least-squares approach to the rapid reanalysis of structures ⋮ Circumstances in which different criteria of estimation can be applied to estimate policy effects ⋮ Numerical methods for generalized least squares problems ⋮ Preconditioned conjugate gradient method for generalized least squares problems ⋮ A recursive three-stage least squares method for large-scale systems of simultaneous equations ⋮ Rank Decisions in Matrix Quotient Decompositions ⋮ Computational methods for modifying seemingly unrelated regressions models. ⋮ Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models ⋮ Applications of QZ decomposition ⋮ An alternative approach for the numerical solution of seemingly unrelated regression equations models ⋮ A condition analysis of the weighted linear least squares problem using dual norms ⋮ Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations ⋮ Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process ⋮ A comparative study of algorithms for solving seemingly unrelated regressions models ⋮ Discrete least-squares finite element methods ⋮ Preconditioned SOR methods for generalized least-squares problems ⋮ Implicit QR factorization of a product of three matrices ⋮ Generalised regression problems in metrology ⋮ Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems ⋮ Computing Petaflops over Terabytes of Data ⋮ Optimal matrix approximants in structural identification ⋮ The general linear model of the generalized singular value decomposition