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This article is cited in 1 scientific paper (total in 1 paper)
The elimination problem in the least square method for a system of linear algebraic equations
L. F. Yukhno Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Moscow, 125047 Russia
Abstract:
For an overdetermined system of linear algebraic equations, the elimination problem is considered, that is, the problem of calculating a given linear form of a solution of the system without calculating the solution itself. Importantly, this system can be inconsistent; thus, the solution obtained by the least square method is used, that is, the solution of the system is obtained after applying the first Gauss transformation. Under certain conditions, the value of the linear form does not depend on the choice of a solution of this system in the case of its nonunique solvability.
Key words:
overdetermined system of linear algebraic equations, least square method, method of conjugate directions, numerical stability.
Received: 15.04.2019 Revised: 15.04.2019 Accepted: 10.06.2019
Citation:
L. F. Yukhno, “The elimination problem in the least square method for a system of linear algebraic equations”, Zh. Vychisl. Mat. Mat. Fiz., 59:10 (2019), 1641–1647; Comput. Math. Math. Phys., 59:10 (2019), 1575–1581
Linking options:
https://www.mathnet.ru/eng/zvmmf10961 https://www.mathnet.ru/eng/zvmmf/v59/i10/p1641
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Abstract page: | 132 | References: | 13 |
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