Numerical Methods for Least Squares Problems

Front Cover
Society for Industrial and Applied Mathematics, 1996 - Computers - 408 pages
2 Reviews
The method of least squares was discovered by Gauss in 1795. It has since become the principal tool for reducing the influence of errors when fitting models to given observations. Today, applications of least squares arise in a great number of scientific areas, such as statistics, geodetics, signal processing, and control.

In the last 20 years there has been a great increase in the capacity for automatic data capturing and computing. Least squares problems of large size are now routinely solved. Tremendous progress has been made in numerical methods for least squares problems, in particular for generalized and modified least squares problems and direct and iterative methods for sparse problems. Until now there has not been a monograph that covers the full spectrum of relevant problems and methods in least squares.

This volume gives an in-depth treatment of topics such as methods for sparse least squares problems, iterative methods, modified least squares, weighted problems, and constrained and regularized problems. The more than 800 references provide a comprehensive survey of the available literature on the subject.

Special Features:
  • Discusses recent methods, many of which are still described only in the research literature.
  • Provides a comprehensive up-to-date survey of problems and numerical methods in least squares computation and their numerical properties.
  • Collects recent research results and covers methods for treating very large and sparse problems with both direct and iterative methods.
  • Covers updating of solutions and factorizations as well as methods for generalized and constrained least squares problems.

  • A solid understanding of numerical linear algebra is needed for the more advanced sections. However, many of the chapters are more elementary and because basic facts and theorems are given in an introductory chapter, the book is partly self-contained.

What people are saying - Write a review

User Review - Flag as inappropriate

je voudrai vous demander s'il y a une possibilité de telecharger ce livre, j'ai vraiment besoin de ce livre, et je n'arrive pas à l'obtenir.
si vous connaissiez une methode de l'avoir contacter moi SVP

Other editions - View all

References to this book

Florian Jarre,Josef Stoer
No preview available - 2003
All Book Search results »

Bibliographic information