Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4640814 | Journal of Computational and Applied Mathematics | 2009 | 10 Pages |
Abstract
This paper presents a generalization of the “weighted least-squares” (WLS), named “weighted pairing least-squares” (WPLS), which uses a rectangular weight matrix and is suitable for data alignment problems. Two fast solving methods, suitable for solving full rank systems as well as rank deficient systems, are studied. Computational experiments clearly show that the best method, in terms of speed, accuracy, and numerical stability, is based on a special {1, 2, 3}-inverse, whose computation reduces to a very simple generalization of the usual “Cholesky factorization-backward substitution” method for solving linear systems.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Pierre Courrieu,