• Title/Summary/Keyword: Least-Squares

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Comparison between the General Least Squares method and the Total Least Squares method through coordinate transformation (좌표변환을 통한 일반최소제곱법과 토탈최소제곱법 비교연구)

  • 박영무;김병국
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2004.11a
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    • pp.9-16
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    • 2004
  • Performing adjustments where the observation equations involve more than a single measurement are General Least Squares(GLS) and Total Least Squares(TLS). This paper introduces theory of the GLS and TLS and compared experimentally accuracy and efficiency of those through 2D conformal coordinate transformation and 2D affine coordinate transformation. In conclusion, in case of 2D coordinate transformation, GLS can produce a little more accurate and efficient than TLS. In survey fields, The GLS and TLS can be used cooperatively for adjusting the actual coordinate measurements.

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LEAST-SQUARES SPECTRAL COLLOCATION PARALLEL METHODS FOR PARABOLIC PROBLEMS

  • SEO, JEONG-KWEON;SHIN, BYEONG-CHUN
    • Honam Mathematical Journal
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    • v.37 no.3
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    • pp.299-315
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    • 2015
  • In this paper, we study the first-order system least-squares (FOSLS) spectral method for parabolic partial differential equations. There were lots of least-squares approaches to solve elliptic partial differential equations using finite element approximation. Also, some approaches using spectral methods have been studied in recent. In order to solve the parabolic partial differential equations in parallel, we consider a parallel numerical method based on a hybrid method of the frequency-domain method and first-order system least-squares method. First, we transform the parabolic problem in the space-time domain to the elliptic problems in the space-frequency domain. Second, we solve each elliptic problem in parallel for some frequencies using the first-order system least-squares method. And then we take the discrete inverse Fourier transforms in order to obtain the approximate solution in the space-time domain. We will introduce such a hybrid method and then present a numerical experiment.

A SPLIT LEAST-SQUARES CHARACTERISTIC MIXED ELEMENT METHOD FOR SOBOLEV EQUATIONS WITH A CONVECTION TERM

  • Ohm, Mi Ray;Shin, Jun Yong
    • East Asian mathematical journal
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    • v.35 no.5
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    • pp.569-587
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    • 2019
  • In this paper, we consider a split least-squares characteristic mixed element method for Sobolev equations with a convection term. First, to manipulate both convection term and time derivative term efficiently, we apply a characteristic mixed element method to get the system of equations in the primal unknown and the flux unknown and then get a least-squares minimization problem and a least-squares characteristic mixed element scheme. Finally, we obtain a split least-squares characteristic mixed element scheme for the given problem whose system is uncoupled in the unknowns. We prove the optimal order in $L^2$ and $H^1$ normed spaces for the primal unknown and the suboptimal order in $L^2$ normed space for the flux unknown.

A HIGHER ORDER SPLIT LEAST-SQUARES CHARACTERISTIC MIXED ELEMENT METHOD FOR SOBOLEV EQUATIONS

  • Ohm, Mi Ray;Shin, Jun Yong
    • East Asian mathematical journal
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    • v.38 no.3
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    • pp.293-319
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    • 2022
  • In this paper, we introduce a higher order split least-squares characteristic mixed element scheme for Sobolev equations. First, we use a characteristic mixed element method to manipulate both convection term and time derivative term efficiently and obtain the system of equations in the primal unknown and the flux unknown. Second, we define a least-squares minimization problem and a least-squares characteristic mixed element scheme. Finally, we obtain a split least-squares characteristic mixed element scheme for the given problem whose system is uncoupled in the unknowns. We establish the convergence results for the primal unknown and the flux unknown with the second order in a time increment.

PRECONDITIONED KACZMARZ-EXTENDED ALGORITHM WITH RELAXATION PARAMETERS

  • Popa, Constantin
    • Journal of applied mathematics & informatics
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    • v.6 no.3
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    • pp.757-770
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    • 1999
  • We analyse in this paper the possibility of using preconditioning techniques as for square non-singular systems, also in the case of inconsistent least-squares problems. We find conditions in which the minimal norm solution of the preconditioned least-wquares problem equals that of the original prblem. We also find conditions such that thd Kaczmarz-Extendid algorithm with relaxation parameters (analysed by the author in [4]), cna be adapted to the preconditioned least-squares problem. In the last section of the paper we present numerical experiments, with two variants of preconditioning, applied to an inconsistent linear least-squares model probelm.

AN ITERATIVE ALGORITHM FOR SOLVING THE LEAST-SQUARES PROBLEM OF MATRIX EQUATION AXB+CYD=E

  • Shen, Kai-Juan;You, Chuan-Hua;Du, Yu-Xia
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1233-1245
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    • 2008
  • In this paper, an iterative method is proposed to solve the least-squares problem of matrix equation AXB+CYD=E over unknown matrix pair [X, Y]. By this iterative method, for any initial matrix pair [$X_1,\;Y_1$], a solution pair or the least-norm least-squares solution pair of which can be obtained within finite iterative steps in the absence of roundoff errors. In addition, we also consider the optimal approximation problem for the given matrix pair [$X_0,\;Y_0$] in Frobenius norm. Given numerical examples show that the algorithm is efficient.

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A Comparison Study on Total Least Squares and Least Squares (토털최소제곱법과 최소제곱법의 비교연구)

  • 이임평;최윤수;권재현
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2003.10a
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    • pp.15-19
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    • 2003
  • The Total Least Squares (TLS) method is introduced in comparison with the conventional Least Squares (LS) method. The principles and mathematical models for both methods are summarized and the comparison results from their applications to a simple geometric example, fitting a straight line to a set of 2D points are presented. As conceptually reasoned, the results clearly indicate that LS is more susceptible of producing wrong parameters with worse precision rather than TLS. For many applications in surveying, can adjustment computation and parameter estimation based on TLS provide better results.

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Robust inference for linear regression model based on weighted least squares

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.271-284
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    • 2002
  • In this paper we consider the robust inference for the parameter of linear regression model based on weighted least squares. First we consider the sequential test of multiple outliers. Next we suggest the way to assign a weight to each observation $(x_i,\;y_i)$ and recommend the robust inference for linear model. Finally, to check the performance of confidence interval for the slope using proposed method, we conducted a Monte Carlo simulation and presented some numerical results and examples.

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ON THE PURE IMAGINARY QUATERNIONIC LEAST SQUARES SOLUTIONS OF MATRIX EQUATION

  • WANG, MINGHUI;ZHANG, JUNTAO
    • Journal of applied mathematics & informatics
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    • v.34 no.1_2
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    • pp.95-106
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    • 2016
  • In this paper, according to the classical LSQR algorithm forsolving least squares (LS) problem, an iterative method is proposed for finding the minimum-norm pure imaginary solution of the quaternionic least squares (QLS) problem. By means of real representation of quaternion matrix, the QLS's correspongding vector algorithm is rewrited back to the matrix-form algorthm without Kronecker product and long vectors. Finally, numerical examples are reported that show the favorable numerical properties of the method.

THE EXTREMAL RANKS AND INERTIAS OF THE LEAST SQUARES SOLUTIONS TO MATRIX EQUATION AX = B SUBJECT TO HERMITIAN CONSTRAINT

  • Dai, Lifang;Liang, Maolin
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.545-558
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    • 2013
  • In this paper, the formulas for calculating the extremal ranks and inertias of the Hermitian least squares solutions to matrix equation AX = B are established. In particular, the necessary and sufficient conditions for the existences of the positive and nonnegative definite solutions to this matrix equation are given. Meanwhile, the least squares problem of the above matrix equation with Hermitian R-symmetric and R-skew symmetric constraints are also investigated.