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  • P-ISSN3059-0604
  • E-ISSN3059-1309
  • KCI

ISSN : 3059-0604

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Vol.2 No.2

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QR DECOMPOSITION IN NONLINEAR EXPERIMENTAL DESIGN

한국수학교육학회지시리즈B:순수및응용수학 / Journal of the Korean Society of Mathematical Education Series B: Theoretical Mathematics and Pedagogical Mathematics, (P)3059-0604; (E)3059-1309
1995, v.2 no.2, pp.133-140
Oh, Im-Geol (Department of Computer Sciences and Statics, Han-seo University)
Oh, Im-Geol. (1995). QR DECOMPOSITION IN NONLINEAR EXPERIMENTAL DESIGN, 2(2), 133-140.

Abstract

The D-optimal design criterion for precise parameter estimation in nonlinear regression analysis is called the determinant criterion because the determinant of a matrix is to be maximized. In this thesis, we derive the gradient and the Hessian of the determinant criterion, and apply a QR decomposition for their efficient computations. We also propose an approximate form of the Hessian matrix which can be calculated from the first derivative of a model function with respect to the design variables. These equations can be used in a Gauss-Newton type iteration procedure.

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한국수학교육학회지시리즈B:순수및응용수학

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