Algorithm 544: L2A and L2B, Weighted Least Squares Solutions by Modified Gram-Schmidt with Iterative Refinement [F4]

DOI10.1145/355853.355866MaRDI QIDQ3873398zbMATH OpenOpenAlexFDO

Authors Roy H. Wampler

Publication date 1979

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/355853.355866

zbMATH Keywords

covariance matrixcurve filtersiterative refinementleast squares solutionlinear constraintsoverdetermined system of equationsregressionunderdetermined system of equations

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Analysis of algorithms and problem complexity (68Q25) Algorithms in computer science (68W99)

Cited in

(1)

• Gram-Schmidt orthogonalization: 100 years and more

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