Efficient Solution Of The Rank-Deficient Linear Least Squares Problem

DOI10.1137/S1064827596304836zbMath0930.65038OpenAlexW1993821330MaRDI QIDQ4253055

Enrique S. Quintana-Ortí, Gregorio Quintana-Ortí, Antoine Petitet

Publication date: 24 June 1999

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827596304836

zbMATH Keywords

singular value decompositionrank-deficient matricesLAPACKcomplete orthogonal decompositionblock-oriented computationsrank-deficient linear least squares problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Packaged methods for numerical algorithms (65Y15) Orthogonalization in numerical linear algebra (65F25)

Uses Software

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