The calculation of linear least squares problems

DOI10.1017/S0962492904000169zbMath1118.65326MaRDI QIDQ5292938

Åke Björck

Publication date: 25 June 2007

Published in: Acta Numerica (Search for Journal in Brave)

zbMATH Keywords

algorithmsingular value decompositionresearch surveyleast squaresleast squares methodtotal least squaresQR factorizationperturbation boundsHouseholder transformationsminimum normLanczos processoptimal backward errordiscrete ill-posed LS problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02)

Related Items (6)

Recent advances and new challenges in the use of the proper generalized decomposition for solving multidimensional models ⋮ Distributed Control of the Stochastic Burgers Equation with Random Input Data ⋮ Bayesian inverse problems for recovering coefficients of two scale elliptic equations ⋮ Linear least squares problems involving fixed knots polynomial splines and their singularity study ⋮ Fast Discrete Fourier Transform on Generalized Sparse Grids ⋮ An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data

Uses Software

• LAPACK
• BLAS
• mctoolbox
• JDQZ

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