The Householder-like QR method for solving the indefinite least squares problem

摘要：

We propose the Householder-like QR method to solve the indefinite linear least square problems minx (b-Ax)T J (b - Ax),where J = diag (Ip, - Iq) .The Householder-like QR factorization is an analogue of the ordinary Householder QR, and is much more conveniently implemented than one recently proposed by Bojanczyk,Higham, and Patel 1. Numerical tests show that the new method is just as accurate as the method of Bojanczyk,Higham, and Patel.

关键词： Indefinite least squares problem Householder-like transformation J-rothogonal matriz

作者: Qiaohua Liu Chong Shi

作者单位: Department of Mathematics, Shanghai University, Shanghai 200444, P.R.China

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 784-787

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）