Solving Least Squares Problems

Front Cover
An accessible text for the study of numerical methods for solving least squares problems remains an essential part of a scientific software foundation. This book has served this purpose well. Numerical analysts, statisticians, and engineers have developed techniques and nomenclature for the least squares problems of their own discipline. This well-organized presentation of the basic material needed for the solution of least squares problems can unify this divergence of methods. Mathematicians, practising engineers, and scientists will welcome its return to print. The material covered includes Householder and Givens orthogonal transformations, the QR and SVD decompositions, equality constraints, solutions in nonnegative variables, banded problems, and updating methods for sequential estimation. Both the theory and practical algorithms are included. The easily understood explanations and the appendix providing a review of basic linear algebra make the book accessible for the non-specialist.
 

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Contents

CL15_ch1
1
CL15_ch2
5
CL15_ch3
9
CL15_ch4
18
CL15_ch5
23
CL15_ch6
28
CL15_ch7
36
CL15_ch8
41
CL15_ch18
107
CL15_ch19
121
CL15_ch20
134
CL15_ch21
144
CL15_ch22
148
CL15_ch23
158
CL15_ch24
174
CL15_ch25
180

CL15_ch9
49
CL15_ch10
53
CL15_ch11
63
CL15_ch12
67
CL15_ch13
74
CL15_ch14
77
CL15_ch15
83
CL15_ch16
90
CL15_ch17
100
CL15_ch26
199
CL15_ch27
207
CL15_appendixa
233
CL15_appendixb
240
CL15_appendixc
248
CL15_appendixd
284
CL15_backmatter
312
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