Solving linear least squares by orthogonal factorization and pseudoinverse computation via the modified Huang algorithm in the ABS class. (English) Zbl 0679.65027
Three algorithms for solving linear least squares problems are described. The first uses an explicit QR factorization, and the other two are based on the Moore-Penrose pseudoinverse. Comparative computational results are given exhibiting the improvement in accuracy when the proposed methods are used.
Reviewer: R.P.Tewarson
MSC:
| 65F20 | Numerical solutions to overdetermined systems, pseudoinverses |
Keywords:
Huang algorithm; ABS class; numerical examples; algorithms; linear least squares problems; QR factorization; Moore-Penrose pseudoinverseSoftware:
ESSLReferences:
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