Iterative refinement of the singular-value decomposition solution to the regression equations

DOI10.1016/0167-9473(96)00010-2zbMath0900.62276OpenAlexW1994021157WikidataQ126527190 ScholiaQ126527190MaRDI QIDQ671660

Juan-Miguel Gracia

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(96)00010-2

zbMATH Keywords

CollinearityOrthogonal decompositions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Uses Software

• UNCMND
• pchip
• SAS/STAT

Cites Work

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• Benchmarking numerical accuracy of statistical algorithms
• Numerical methods for solving linear least squares problems
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• Regression and the Moore-Penrose pseudoinverse
• A comparison of algorithms for forming the QR decomposition for use in regression
• On the Iterative Refinement of Least Squares Solutions
• Iterative refinement of linear least squares solutions I