摘要
本文在特定的约束条件下,给出了一维线性广义最小二乘问题解的精确表达式,并对解的范围进行了讨论。对n维线性广义最小二乘问题,给出了求解方法,迭代步骤和收敛性定理。
This paper gives an exact expression of solution for 1-dimension generalized least squares problems under the certain constrained condition, and discusses the scope of solutions. The calculating methods, iterative steps and convergence theorem are given for n-dimensions linear generalized least squares problems.
出处
《应用数学与计算数学学报》
1996年第1期53-62,共10页
Communication on Applied Mathematics and Computation
