Abstract
In this paper we are concerned with finding theL p -solution (i.e. minimizing theL p -norm of the residual vector) to a linear approximation problem or, equivalenty, to an overdetermined system of linear equations. An embedding method is described in which the damped Newton iteration is applied to a series of “perturbed problems” in order to guarantee convergence and also increase the convergence rate.
Similar content being viewed by others
References
R. Fletcher, J. A. Grant and M. D. Hebden,The calculation of linear best L p -approximations, The Computer Journal, Volume 14, Number 3 (1971), pp. 276–279.
N. A. Abdelmalek,Linear L 1-Approximation for a Discrete Point Set and L 1-Solutions of Overdetermined Linear Equations, Journal of the ACM, Volume 18, Number 1, (1971), pp. 41–47.
A. B. Forsythe,Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations, Technometrics, Volume 14, Number 1 (1972), pp. 159–166.
I. Barrodale and F. D. K. Roberts,Application of Mathematical Programming to L p-Approximation, fromNonlinear Programming, J. B. Rosen, O. L. Mangasarian and K. Ritter (eds.), Academic Press (1970), 447–464.
I. Barrodale and F. D. K. Roberts,Solution of an Over-Determined System of Equations in the l 1 Norm, Mathematics Dept. Report No. 69, University of Victoria (1972).
S. W. Kahng,Best L p-Approximation, Mathematics of Computation, Volume 26, Number 118 (1972), pp. 505–508.
J. M. Ortega and W. C. Rheinboldt,Iterative Solution of Nonlinear Equations in Several Variables. Academic Press, New York (1970).
J. H. Avila,Continuation Methods for Nonlinear Equations, Tech. Report TR-142, Univ. of Maryland, Comp. Sci. Ctr. (1971).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Ekblom, H. Calculation of linear bestL p -approximations. BIT 13, 292–300 (1973). https://doi.org/10.1007/BF01951940
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01951940