Test procedures and test problems for least squares algorithms
DOI10.1016/0304-4076(80)90049-4zbMath0421.65041OpenAlexW2028315497MaRDI QIDQ1133296
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90049-4
numerical examplessingular value decompositionGram-Schmidt orthogonalizationleast squares algorithmsCholesky decompositionHouseholder transformationprogramsconditioning of matricesCivens transformationclassification of test problemsscaling of the data
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Orthogonalization in numerical linear algebra (65F25) Software, source code, etc. for problems pertaining to numerical analysis (65-04)
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