A direct method for the solution of sparse linear least squares problems

DOI10.1016/0024-3795(80)90158-5zbMath0471.65021OpenAlexW2013746009MaRDI QIDQ1157668

Åke Björck, Iain S. Duff

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1016/0024-3795(80)90158-5

zbMATH Keywords

direct methodtest examplesLU decompositionupdating schemesparse linear least squares problems

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Linear programming (90C05)

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Uses Software

• MA28

Cites Work

• Solution of sparse linear least squares problems using Givens rotations
• Condition numbers and equilibration of matrices
• The Elimination form of the Inverse and its Application to Linear Programming
• An algorithm for linear least squares problems with equality and nonnegativity constraints
• On computing certain elements of the inverse of a sparse matrix
• A Comparison of Some Methods for the Solution of Sparse Overdetermined Systems of Linear Equations
• A New Variant of Gaussian Elimination
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• The least squares problem and pseudo-inverses
• A Note on the Stability of Gaussian Elimination
• The Direct Solution of the Discrete Poisson Equation on Irregular Regions
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