The accuracy of least squares calculations with the Cholesky algorithm

DOI10.1016/0024-3795(90)90357-IzbMATH Open0696.65100OpenAlexW2067377353WikidataQ126977550 ScholiaQ126977550MaRDI QIDQ911243FDOQ911243

Authors: J. H. Randall, A. A. Rayner 

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(90)90357-i

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zbMATH Keywords

least squares methodaccuracycenteringscalingnormal equationCholesky algorithmill-conditioned linear systemscomputer errorsmaximum variance inflation factorpolynomial regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited In (2)

• Cholesky and the Cholesky decomposition: a commemoration by an applied statistician
• QR versus Cholesky: a probabilistic analysis

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