Successive calculation of the coordinates of the solution of the least squares problem (Q1802620)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Successive calculation of the coordinates of the solution of the least squares problem |
scientific article; zbMATH DE number 205042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Successive calculation of the coordinates of the solution of the least squares problem |
scientific article; zbMATH DE number 205042 |
Statements
Successive calculation of the coordinates of the solution of the least squares problem (English)
0 references
6 September 1993
0 references
The paper presents an algorithm for the solution of the normal equations of the least squares problem, consisting in the successive calculation of the components of the solution vector in the order of numeration. In each step, the components calculated before are updated. Moreover, interval estimates are calculated which make it possible to assess the credibility of the computed components and the influence of the error of the current component on the previous components.
0 references
successive calculation of components
0 references
algorithm
0 references
normal equations
0 references
least squares problem
0 references
