Theory and Computation of Generalized Least Squares Problems

Author: Wei Musheng
Publisher:
Publish Date: 2006-09-01
Features: This book summarizes the new achievements in the theory and computation of various generalized least squares problems. It mainly includes the theory and scientific computing of least squares problems, total least squares problems, equality-constrained least squares problems, and rigidly weighted least squares problems, among others. Since various generalized singular value decompositions play an important role in solving matrix theory and numerical algebra problems, the book also provides a detailed introduction to generalized singular value decompositions and applies them to solve several matrix theory and numerical algebra problems. The prerequisites for this book are numerical algebra and matrix theory. It can be used as a textbook for graduate students and senior undergraduate students, and also as a reference book for scientists and engineers in computational mathematics and applied disciplines who need scientific computing.