| 用QR分解拟合回归方程参数估计和剩余的迭代加细 |
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| 引用本文： | 吕纯濂 朱玉华. 用QR分解拟合回归方程参数估计和剩余的迭代加细[J]. 南京气象学院学报, 1998, 21(4): 624-628 |
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| 作者姓名： | 吕纯濂 朱玉华 |
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| 作者单位： | 南京气象学院基础科学系 |
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| 摘 要： | 讨论用ＱＲ分解拟合回归方程时，参数估计和剩余的迭代加细管算法。证明了：若用ＱＲ分解所作的算法无需计算平方根，则相应的迭代加细算法也需计算平方根。对这种算法作了检验，并讨论了参数估计的精度。
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| 关 键 词： | QR分解 迭代加细 拟合回归方程 参数估计 剩余 |
ITERATIVE REFINEMENT OF PARAMETER ESTIMATES AND RESIDUALS FROM A REGRESSION MODEL FITTED WITH QR DECOMPOSITION METHODS |
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| Abstract: | Algorithms for iteratively refining the parameter estimates and residuals from the fitting of a regression model using QR decomposition are described. It is shown that, if algorithms for performing the QR decomposition are free from calculation of square root, the related iterative refinement algorithms can also be square root free. Verification of the algorithms is carried out and comments are made on the accuracy of parameter estimates. |
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| Keywords: | QR decomposition iterative refinement Householder transformations Givens rotations Gram Schmidt methods |
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