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