Computing Truncated Singular Value Decomposition Least Squares Solutions by Rank Revealing QR-Factorizations

DOI10.1137/0911029zbMath0699.65030OpenAlexW2035885121WikidataQ57397439 ScholiaQ57397439MaRDI QIDQ3477883

Tony F. Chan, Per Christian Hansen

Publication date: 1990

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0911029

zbMATH Keywords

QR factorizationill-conditionedNumerical examplesrank deficient linear least squares problemssingular value solution

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Direct numerical methods for linear systems and matrix inversion (65F05)

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