document: A dynamic method for weighted linear least squares problems A new method for solving the weighted linear least squares problems with full rank is proposed . Based on the theory of Liapunov 's stability , the method associates a dynamic system with a weighted linear least squares problem , whose solution we are interested in and integrates the former numerically by an A-stable numerical method . The numerical tests suggest that the new method is more than comparative with current conventional techniques based on the normal equations
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