线性约束和奇异SS&CP矩阵下LS回归的扫描算子
投稿时间:1997-03-04  修订日期:1997-09-28  点此下载全文
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作者单位
吕纯濂 南京气象学院基础科学系, 南京 210044 
中文摘要:描述在线性约束条件下,且平方和与交叉乘积矩阵在奇异病态情况下,最小二乘回归扫描算子的一些特性。尽管有其他许多不同的方法,由于扫描算法的简单,以及其有关运算矩阵元素所具有的统计意义,使得它在统计应用中成为最灵活的工具之一,而且更重要的是,其输出结果的解释与标准情况下输出结果的解释很好地保持了一致性。
中文关键词:统计计算  扫描算子  最小二乘  回归分析
 
SWEEP OPERATOR FOR LEAST SQUARE-REGRESSION SUBJECT TO LINEAR-CONSTRAINTS AND SINGULAR SS&CP MATRIX
Abstract:This paper presents some properties of the SWEEP operator in the scope of least square regression subject to linear constraints and matrix of sum of squares and cross product (SS&CP) in singular ill conditions. Despite alternative approaches available, the SWEEP algorithm represents one of the most flexible tools due to its simplicity in calculation and statiistical implication of the matrix elements involved and, still more importantly, the output interpretation keeps full consistency with the explanation of general output.
keywords:statistical computing  SWEEP operator  least squares  regression analysis
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