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ALGEBRAIC PROPERTIES OF THE RANK-DEFICIENT EQUALITY-CONSTRAINED AND WEIGHTED LEAST-SQUARES PROBLEMS

被引：19
|
作者：
WEI, MS
机构：
[1] Department of Mathematics East China Normal University Shanghai
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1992年 / 161卷
关键词：
D O I：
10.1016/0024-3795(92)90003-S
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study the algebraic properties of the solutions of the equality-constrained least squares problem min(f is-an-element-of S) parallel-to Kf - g parallel-to 2 with S = {f:parallel-to h - Lf parallel-to 2 = min(z) is-an-element-of C(n)) parallel-to h - Lz parallel-to 2} (LSE) and corresponding weighted least squares problem (WLS), in which L and (L(K)) may not be of full rank. General formulas for the solutions are given, and the algebraic relations between the LSE and the WLS solutions are obtained.
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页码：27 / 43
页数：17
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