Accession Number : AD0662883

Title :   LEAST SQUARES, SINGULAR VALUES AND MATRIX APPROXIMATIONS. AN ALGOL PROCEDURE FOR COMPUTING THE SINGULAR VALUE DECOMPOSITION.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE

Personal Author(s) : Golub,Gene H. ; Businger,Peter

Report Date : 31 JUL 1967

Pagination or Media Count : 22

Abstract : The singular value decomposition plays an important role in a number of least squares problems. The report illustrates this with some examples.

Descriptors :   (*MATRICES(MATHEMATICS), NUMERICAL ANALYSIS), ALGORITHMS, LEAST SQUARES METHOD, FACTOR ANALYSIS, INVARIANCE, ITERATIONS, TRANSFORMATIONS(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE