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Persistent URL
http://purl.org/net/epubs/work/29715
Record Status
Checked
Record Id
29715
Title
Implicit scaling of linear least squares problems
Contributors
JK Reid (CCLRC Rutherford Appleton Lab.)
Abstract
We consider the solution of weighted linear least squares problems by Householder transformations with implicit scaling, that is, with the weights stored separately. By holding inverse weights, the constrained case can be accommodated. The error analysis of the weighted and unconstrained case is readily extended and we show that iterative refinement may be applied.
Organisation
CCLRC
Keywords
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Language
English (EN)
Type
Details
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Year
Report
RAL Technical Reports
RAL-TR-1998-027. 1998.
raltr-1998027.pdf
1998
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