Accession Number : AD0687718
Title : HANDBOOK SERIES LINEAR ALGEBRA SINGULAR VALUE DECOMPOSITION AND LEAST SQUARES SOLUTIONS.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE
Personal Author(s) : Golub,G. H. ; Reinsch,C.
Report Date : MAY 1969
Pagination or Media Count : 42
Abstract : Two Algol procedures are given which are useful in linear least squares problems. The first procedure computes the singular value decomposition by first reducing the rectangular matrix A to a bidiagonal matrix, and then computing the singular values of the bidiagonal matrix by a variant of the QR algorithm. The second procedure yields the components for the linear least squares solution when it is desirable to determine a vector X tilde for which norm (Ax-b) sub 2 = min. (Author)
Descriptors : (*COMPUTER PROGRAMMING, *LEAST SQUARES METHOD), MATRICES(MATHEMATICS), ITERATIONS, TRANSFORMATIONS(MATHEMATICS), ALGORITHMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE