Continuous Iteratively Reweighted Least Squares Algorithm for Solving Linear Models by Convex Relaxation  

作　　者：Xian Luo Wanzhou Ye 

机构地区：[1]Department of Mathematics, College of Science, Shanghai University, Shanghai, China

出　　处：《Advances in Pure Mathematics》2019年第6期523-533,共11页理论数学进展（英文）

摘　　要：In this paper, we present continuous iteratively reweighted least squares algorithm (CIRLS) for solving the linear models problem by convex relaxation, and prove the convergence of this algorithm. Under some conditions, we give an error bound for the algorithm. In addition, the numerical result shows the efficiency of the algorithm.In this paper, we present continuous iteratively reweighted least squares algorithm (CIRLS) for solving the linear models problem by convex relaxation, and prove the convergence of this algorithm. Under some conditions, we give an error bound for the algorithm. In addition, the numerical result shows the efficiency of the algorithm.

关 键 词：Linear Models CONTINUOUS Iteratively Reweighted Least SQUARES CONVEX RELAXATION Principal COMPONENT Analysis 

分 类 号：TP39[自动化与计算机技术—计算机应用技术]