Volume 1 (2) 2007

Title:Properties of Preconditioners for Robust Linear Regression
Authors: Venansius Baryamureeba, Trond Steihaug
Published: ©IJCIR Vol1 (2) 2007, PP. 50-66
Language: English

Abstract:
In this paper, we consider solving the robust linear regression problem y = Ax + E by an inexact Newton method and an iteratively reweighted least squares method. We show that each of these methods can be combined with the preconditioned conjugate gradient least square algorithm to solve large, sparse systems of linear equations efficiently. We consider the constant preconditioner ATA and preconditioners based on low-rank updates and downdates of existing matrix factorizations. Numerical results are given to demonstrate the effectiveness of these preconditioners. View full Article

General Terms: Robust regression, iteratively reweighted least square methods, Newton’s methods, conjugate gradient least squares method, preconditioners
Additional Keywords and Phrases: Low rank updates, matrix factorizations
Categories and Subject Descriptors:G.1.0 [Numerical Analysis]: General-Numerical algorithms; G.1.3 [Numerical Analysis]: numerical Linear Algebra—Conditioning; Linear Systems; Spare, structured and very large systems.

 

Call for Papers

IJCIR invites authors to submit their original and unpublished work that communicates current research on computing and ICT both the theoretical and methodological aspects, as well as various applications in real world problems from science, technology, business or commerce.
Please submit a word and a PDF document to ijcir@cit.mak.ac.ug
Download sample paper and IJCIR copyright form
Instructions for Authors
Download Instructions document

ICCIR

Makerere University annually organises the International Conference on Computing and ICT Research in the month of August. This conference provides an international forum for researchers and practitioners to present and discuss the state-of-the-art research and practices in Computer Science, Software Engineering, Information Systems, Information Technology, Computer Engineering, Data Comunications and Computer Networks and ICT for Sustainable Development. Read More

Contact

The International Journal of Computing and ICT Research
Makerere University
P.O. Box 7062,
Kampala, Uganda.
Tel: +256 414 540628
Fax: +256 414 540628
Email: ijcir@cit.mak.ac.ug
Web: http://www.ijcir.org