Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
- 1 October 1969
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 23 (108) , 787-812
- https://doi.org/10.2307/2004965
Abstract
The mathematical and numerical least squares solution of a general linear system of equations is discussed. Perturbation and differentiability theorems for pseudoinverses are given. Computational procedures for calculating least squares solutions using orthonormal transformations, multiplying matrices by a matrix of orthonormal basis vectors for the null-space of a given matrix, sequential processing of data, and processing of block diagonal matrices form a partial list of numerical topics presented.Keywords
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