摘要
讨论用ＱＲ分解拟合回归方程时，参数估计和剩余的迭代加细算法。证明了：若用ＱＲ分解所作的算法无需计算平方根，则相应的迭代加细算法也无需计算平方根。对这种算法作了检验，并讨论了参数估计的精度。
Algorithms for iteratively refining the parameter estimates and residuals from the fitting of a regression model using QR decomposition are described. It is shown that, if algorithms for performing the QR decomposition are free from calculation of square root, the related iterative refinement algorithms can also be square root free. Verification of the algorithms is carried out and comments are made on the accuracy of parameter estimates.
出处
《南京气象学院学报》
CSCD
1998年第4期624-628,共5页
Journal of Nanjing Institute of Meteorology
关键词
QR分解
迭代加细
拟合回归方程
参数估计
剩余
QR decomposition, iterative refinement, Householder transformations, Givens rotations, Gram Schmidt methods
