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.

引用

页码：27 / 43

页数：17

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