title: A dynamic method for weighted linear least squares problems
abstract: 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
keyphrases: dynamic method weighted linear least squares problems A-stable numerical method Lyapunov stability