| Cholesky分解的应用研究 |
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| 引用本文： | 吴晓明,关蓬莱.Cholesky分解的应用研究[J].沈阳航空工业学院学报,2005,22(3):70-72. |
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| 作者姓名： | 吴晓明 关蓬莱 |
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| 作者单位： | 沈阳航空工业学院理学系,辽宁,沈阳,110034 |
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| 摘 要： | Cholesky分解是应用广义最小二乘法的关键，主要是根据所得资料信息，得到一正定对称矩阵，这正是所有有意用广义最小二乘法解决的问题难以满足的，我们解决的方法是求一较低阶正定对称矩阵，进行Cholesky分解，从而将广义最小二乘法应用于分析研究经Durbin-Watson检验是相关的残差序列。
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| 关 键 词： | Durbin-Watson检验 广义最小二乘 Cholesky分解 |
| 文章编号： | 1007-1385(2005)01-0070-03 |
| 修稿时间： | 2005年2月13日 |
Studying and applying of Cholesky analysis |
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| WU Xiao-ming,GUAN Peng-lai.Studying and applying of Cholesky analysis[J].Journal of Shenyang Institute of Aeronautical Engineering,2005,22(3):70-72. |
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| Authors: | WU Xiao-ming GUAN Peng-lai |
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| Abstract: | Cholesky analysis is the key of application of generalized least square method. Obtaining a positive definite symmetric matrices is the major according to the data processed and which is just the difficulty to satisfy ordinary circumstances. The method to solve the problem is to seek relatively low step positive definite symmetric matrices ,to make Cholesky analysis, and to analyze correlation residual sequence as a result of Durbin-Watson test using generalized least square method. |
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| Keywords: | durbin-watson test generalized least square cholesky decompose |
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