Abstract: | We construct iterative processes to compute the weighted normal pseudosolution with positive definite weights (weighted least
squares solutions with weighted minimum Euclidean norm) for systems of linear algebraic equations (SLAE) with an arbitrary
rectangular real matrix. We examine two iterative processes based on the expansion of the weighted pseudoinversc matrix into
matrix power series. The iterative processes are applied to solve constrained least squares problems that arise in mathematical
programming and to findL-pseudosolutions.
Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 116–124, March–April, 1998. |