| 解等式约束加权线性最小二乘问题的一类直接方法 |
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| 引用本文： | 赵金熙. 解等式约束加权线性最小二乘问题的一类直接方法[J]. 南京大学学报(自然科学版), 1996, 32(3): 378-386 |
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| 作者姓名： | 赵金熙 |
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| 作者单位： | 南京大学数学系 |
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| 摘 要： | 基于广义Ｃｈｏｌｅｓｋｙ矩阵分解方法，给出了解具有等式约束的加权线性最小二乘问题的一个直接方法，该算法具有工作量小，存贮量少的优点，数值例子说明了算法的有效性。
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| 关 键 词： | 最小二乘问题 直接方法 系统方程 矩阵 |
A CLASS OF DIRECT METHODS FOR SOLVING THE CONSTRAINED AND WEIGHTED LINEAR LEAST SQUARES PROBLEMS |
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| Zhao Jinxi. A CLASS OF DIRECT METHODS FOR SOLVING THE CONSTRAINED AND WEIGHTED LINEAR LEAST SQUARES PROBLEMS[J]. Journal of Nanjing University: Nat Sci Ed, 1996, 32(3): 378-386 |
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| Authors: | Zhao Jinxi |
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| Abstract: | In this paper, we give the generalized cholesky factorization method for solving the constrained andweighted linear least squares problems. The new method presented here has the advantage of diminishingboth the computational cost and storage requirement. The numerical example shows the effeCtiveness of thegeneralized Cholesky factorization method. |
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| Keywords: | Constrained and weighted linear least squares problem direct method system equation. |
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