Implementation of ridge-type estimation methods using orthogonal transformations

摘要

Modifications to the standard Givens and Householder orthogonal transformation algorithms are presented for implementing ridge-type estimation methods. These modified algorithms have been verified on an ill-conditioned linear estimation problem. Due to the iterative nature of ridge-type methods, the modified algorithms may not provide more accurate results than other methods. They will, however, provide the means for which existing software can be modified in order to incorporate ridge-type estimation methods.