Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares.

Mårten Gulliksson Per-Åke Wedin

Published in: SIAM J. Matrix Anal. Appl. (1992)

Keyphrases

linear least squares
qr decomposition
least squares
condition number
singular value decomposition
regularized least squares
linear discriminant analysis
decomposition method
data sets
pattern recognition
dimension reduction
matrix inversion
distance measure
coefficient matrix