In this paper, we extend matrix scaled total least squares (MSTLS) problem with a single right-hand side to the case of multiple right-hand sides. Firstly, under some mild conditions, this paper gives an explicit expr...In this paper, we extend matrix scaled total least squares (MSTLS) problem with a single right-hand side to the case of multiple right-hand sides. Firstly, under some mild conditions, this paper gives an explicit expression of the minimum norm solution of MSTLS problem with multiple right-hand sides. Then, we present the Kronecker-product-based formulae for the normwise, mixed and componentwise condition numbers of the MSTLS problem. For easy estimation, we also exhibit Kronecker-product-free upper bounds for these condition numbers. All these results can reduce to those of the total least squares (TLS) problem which were given by Zheng <em>et al</em>. Finally, two numerical experiments are performed to illustrate our results.展开更多
Levenberg-Marquard(tLM)算法与最小二乘(Least Square,LS)方法关系密切,标度总体最小二乘(Scaled Total Least Square,STLS)是最小二乘,数据最小二乘(Data Least Square,DLS)与总体最小二乘(Total Least Square,TLS)的统一与推广,但是...Levenberg-Marquard(tLM)算法与最小二乘(Least Square,LS)方法关系密切,标度总体最小二乘(Scaled Total Least Square,STLS)是最小二乘,数据最小二乘(Data Least Square,DLS)与总体最小二乘(Total Least Square,TLS)的统一与推广,但是它与LM算法的关系尚不清楚。给出了一种求STLS解的算法及其子空间解释与拓扑解释,利用矩阵分解揭示了LM算法与STLS的密切关系,结果表明:阻尼因子使得LS解转变为STLS解;噪声子空间的剔除与系数矩阵条件数的控制保证了LM算法的稳健性与收敛速度;STLS的鲁棒性保障了LM算法处理过参数化问题的能力。展开更多
针对垂直位移与水平位移的Mogi模型,提出采用总体最小二乘联合(total least squares joint,TLS-J)平差方法进行求解。该方法可同时顾及联合平差函数模型中观测向量与系数矩阵的误差项,且采用3种判别函数最小化法确定相对权比,用以权...针对垂直位移与水平位移的Mogi模型,提出采用总体最小二乘联合(total least squares joint,TLS-J)平差方法进行求解。该方法可同时顾及联合平差函数模型中观测向量与系数矩阵的误差项,且采用3种判别函数最小化法确定相对权比,用以权衡垂直位移与水平位移观测数据在联合求解过程中所占的比重。针对平差过程中出现的病态问题,结合L曲线法确定岭参数。通过实际算例,系统研究了总体最小二乘联合平差方法在长白山天池火山Mogi模型反演中的应用。研究结果表明,以判别函数为∑n1i=1|e1i|+∑n2j=1|e2j|的函数最小化能获得合理的压力源参数估值结果和相对权比大小,具有一定的实际参考价值。展开更多
文摘In this paper, we extend matrix scaled total least squares (MSTLS) problem with a single right-hand side to the case of multiple right-hand sides. Firstly, under some mild conditions, this paper gives an explicit expression of the minimum norm solution of MSTLS problem with multiple right-hand sides. Then, we present the Kronecker-product-based formulae for the normwise, mixed and componentwise condition numbers of the MSTLS problem. For easy estimation, we also exhibit Kronecker-product-free upper bounds for these condition numbers. All these results can reduce to those of the total least squares (TLS) problem which were given by Zheng <em>et al</em>. Finally, two numerical experiments are performed to illustrate our results.
文摘Levenberg-Marquard(tLM)算法与最小二乘(Least Square,LS)方法关系密切,标度总体最小二乘(Scaled Total Least Square,STLS)是最小二乘,数据最小二乘(Data Least Square,DLS)与总体最小二乘(Total Least Square,TLS)的统一与推广,但是它与LM算法的关系尚不清楚。给出了一种求STLS解的算法及其子空间解释与拓扑解释,利用矩阵分解揭示了LM算法与STLS的密切关系,结果表明:阻尼因子使得LS解转变为STLS解;噪声子空间的剔除与系数矩阵条件数的控制保证了LM算法的稳健性与收敛速度;STLS的鲁棒性保障了LM算法处理过参数化问题的能力。
文摘针对垂直位移与水平位移的Mogi模型,提出采用总体最小二乘联合(total least squares joint,TLS-J)平差方法进行求解。该方法可同时顾及联合平差函数模型中观测向量与系数矩阵的误差项,且采用3种判别函数最小化法确定相对权比,用以权衡垂直位移与水平位移观测数据在联合求解过程中所占的比重。针对平差过程中出现的病态问题,结合L曲线法确定岭参数。通过实际算例,系统研究了总体最小二乘联合平差方法在长白山天池火山Mogi模型反演中的应用。研究结果表明,以判别函数为∑n1i=1|e1i|+∑n2j=1|e2j|的函数最小化能获得合理的压力源参数估值结果和相对权比大小,具有一定的实际参考价值。