Least squares computations using orthogonalization methods

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Marcel Dekker Incorporated, 1984 - Mathematics - 308 pages
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Orthogonalization, elimination, least squares and correlation. The least suqares problem. Back substitution, forward solution inversion. Classical gram-schmidt vs. modified gram-schmidt. Connection between gram-schmidt, householder and plane rotations. The gram-schmidt algorithm. The inverse matrix. Generalized matrix inversion by gram-schmidt. Singular value decomposition. Advantages and disadvantages of reducing. Programming considerations.

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Contents

Preface
1
Chapter
12
Chapter 3
20
Copyright

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