| THE NESTED TOTAL LEAST SQUARES PROBLEM:FORMULATION,SOLUTIONS AND PERTURBATION ANALYSIS |
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| 作者姓名： | 魏木生 陈务深 |
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| 作者单位： | Department of Mathematics，East China Normal University，Shanghai 200062，PRC，Mathematics Section，Nanjing University of Chemical Technology，Nanjing 210009，PRC |
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| 基金项目： | This author was supported by the National Natural Sciences Foundation, P. R. China. |
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| 摘 要： | In this paper, we propose the nested totoal least squatres problem (NTLS), which is an extension of the equality constrained least squares problem (LSE). The formulation of the NTLS problem is given and the solution set of the NTLS problem is obtained. The least squares residuals and the minimal norm correction matrices of the NTLS solution are provided and a perturbation analysis of the NTLS solutions is given.
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THE NESTED TOTAL LEAST SQUARES PROBLEM:FORMULATION,SOLUTIONS AND PERTURBATION ANALYSIS |
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| Wei Mu-sheng.THE NESTED TOTAL LEAST SQUARES PROBLEM:FORMULATION,SOLUTIONS AND PERTURBATION ANALYSIS[J].Numerical Mathematics A Journal of Chinese Universities English Series,1996(1). |
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| Authors: | Wei Mu-sheng |
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| Institution: | Wei Mu-sheng Department of Mathematics,East China Normal University,Shanghai 200062,PRC.Chen Wu-shen Mathematics Section,Nanjing University of Chemical Technology,Nanjing 210009,PRC. |
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| Abstract: | In this paper, we propose the nested totoal least squatres problem (NTLS), which is an extension of the equality constrained least squares problem (LSE). The formulation of the NTLS problem is given and the solution set of the NTLS problem is obtained. The least squares residuals and the minimal norm correction matrices of the NTLS solution are provided and a perturbation analysis of the NTLS solutions is given. |
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| Keywords: | Nested totalleast squares singular value perturbation |
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