| EXTENDED OBLIQUE PROJECTION METHOD FOR GENERALIZED LEAST SQUARES PROBLEM |
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| 作者姓名： | 黄开斌 颜世建 |
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| 作者单位： | Department of Mathematics，Nanjing Normal University，Nanjing 210024，PRC.，Department of Mathematics，Nanjing Normal University，Nanjing 210024，PRC. |
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| 基金项目： | Supported by the National Natural Science Foundation of China |
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| 摘 要： | We extend the oblique projection method given by Y.Saad to solve the generalized least squares problem. The corresponding oblique projection operator is presented and the convergence theorems are proved. Some necessary and sufficient conditions for computing the solution or the minimum N-norm solution of the min || A x- b ||M2 have been proposed as well.
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EXTENDED OBLIQUE PROJECTION METHOD FOR GENERALIZED LEAST SQUARES PROBLEM |
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| Huang Kai-bin.EXTENDED OBLIQUE PROJECTION METHOD FOR GENERALIZED LEAST SQUARES PROBLEM[J].Numerical Mathematics A Journal of Chinese Universities English Series,1994(2). |
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| Authors: | Huang Kai-bin |
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| Institution: | Huang Kai-bin Department of Mathematics,Nanjing Normal University,Nanjing210024,PRC. Yan Shi-jian Department of Mathematics,Nanjing Normal University,Nanjing210024,PRC. |
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| Abstract: | We extend the oblique projection method given by Y.Saad to solve the generalized least squares problem. The corresponding oblique projection operator is presented and the convergence theorems are proved. Some necessary and sufficient conditions for computing the solution or the minimum N-norm solution of the min || A x- b ||M2 have been proposed as well. |
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| Keywords: | Oblique projection method generalized least squares problem mini-norm least squares solution generalized inverses |
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