An algorithm for weighted bilinear regression
Choon Hwan Lee, Bilal Ezzeddine, Choongrak Kim, Robert T. Ross · Communications in Statistics - Simulation and Computation · 1997
Bilinear models in which the expectation of a two-way array is the sum of products of parameters are widely used in spectroscopy. In this paper we present an algorithm called combined-vector successive overrelaxation (COV-SOR) for bilinear models, and compare it with methods like alternating least squares, singular value decomposition, and the Marquardt procedure. Comparisons are done for missing data also.