Operations-Research-Spektrum

, Volume 8, Issue 3, pp 181–184 | Cite as

Average linear least squares regression

  • H. Späth
OR-Software

Summary

We describe an algorithm and a corresponding FORTRAN subroutine for finding a regression vectorx withn components such that
$$F(x) = \sum\limits_{i = 1}^s {w_i \left\| {A_i x - b_i } \right\|}$$
is minimized, where ∥.∥ denotes the Euclidean norm,W i >0,A i are design matrices withm i rows andn columns, andb i are observation vectors withm i components (i=1,...,s).

Keywords

Euclidean Norm Observation Vector Design Matrice FORTRAN Subroutine 

Zusammenfassung

Wir beschreiben einen Algorithmus und eine zugehörige FORTRAN-Subroutine zur Auffindung einesn-komponentigen Parametervektorsx derart daß
$$F(x) = \sum\limits_{i = 1}^s {w_i \left\| {A_i x - b_i } \right\|}$$
minimiert wird, wobei ∥.∥ die Euklidische Norm bezeichnet,W i >0,A i Versuchsmatrizen mitm i Zeilen undn Spalten undb i Beobachtungsvektoren der Längem i (i= 1,...,s)sind.

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References

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Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • H. Späth
    • 1
  1. 1.Fachbereich MathematikUniversität OldenburgOldenburgF. R. Germany

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