通过构造特殊分块矩阵并研究其三角分解,给出求以秩为n的m×nLoewner型矩阵为系数阵的线性方程组极小范数最小二乘解的快速算法,该算法的计算复杂度为O(mn)+O(n2),而一般方法的计算复杂度为O(mn2)+O(n3).
By constructing a special block matrix and studying its triangular factorization,a new fast algorithm was given for finding minimal norm least squares solution to linear equation system,in which the coefficient was an m×n Loewner-type matrix with full column rank.Its computational complexity was O(mn)+O(n2) while the computational complexity of general approach was O(mn2)+O(n3).