%0 Journal Article %T Continuous Iteratively Reweighted Least Squares Algorithm for Solving Linear Models by Convex Relaxation %A Xian Luo %A Wanzhou Ye %J Advances in Pure Mathematics %P 523-533 %@ 2160-0384 %D 2019 %I Scientific Research Publishing %R 10.4236/apm.2019.96024 %X
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.
%K Linear Models %K Continuous Iteratively Reweighted Least Squares %K Convex Relaxation %K Principal Component Analysis %U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=93283