Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
نویسندگان
چکیده
The mathematical and numerical least squares solution of a general linear system of equations is discussed. Perturbation and differentiability theorems for pseudoinverses are given. Computational procedures for calculating least squares solutions using orthonormal transformations, multiplying matrices by a matrix of orthonormal basis vectors for the null-space of a given matrix, sequential processing of data, and processing of block diagonal matrices form a partial list of numerical topics presented.
منابع مشابه
Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems * By Richard
The mathematical and numerical least squares solution of a general linear system of equations is discussed. Perturbation and differentiability theorems for pseudoinverses are given. Computational procedures for calculating least squares solutions using orthonormal transformations, multiplying matrices by a matrix of orthonormal basis vectors for the null-space of a given matrix, sequential proc...
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