Algorithm 544: L2A and L2B, Weighted Least Squares Solutions by Modified Gram-Schmidt with Iterative Refinement [F4]

DOI10.1145/355853.355866zbMath0434.65023OpenAlexW1964562848MaRDI QIDQ3873398

Roy H. Wampler

Publication date: 1979

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/355853.355866

zbMATH Keywords

covariance matrixlinear constraintsregressionleast squares solutionoverdetermined system of equationsiterative refinementunderdetermined system of equationscurve filters

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Analysis of algorithms and problem complexity (68Q25) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Algorithms in computer science (68W99)

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