scientific article; zbMATH DE number 852525
Cholesky decompositionerror analysisFORTRAN codesGram-Schmidt-orthogonalizationHouseholder transformationslinear least squares problemsorthogonal decompositionpseudoinverseQR-decompositionsingular value decompositiontextbook
Theory of matrix inversion and generalized inverses (15A09) Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)
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- Reprint of: Robust and globally efficient reduction of parametric, highly nonlinear computational models and real time online performance
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