The Least Squares Solution of Overdetermined Linear Equations Having Band or Augmented Band Structure
- 1 January 1981
- journal article
- research article
- Published by Oxford University Press (OUP) in IMA Journal of Numerical Analysis
- Vol. 1 (1) , 3-22
- https://doi.org/10.1093/imanum/1.1.3
Abstract
Methods for linear least squares problems in which the observation matrix is banded or takes the form of a band plus several columns are considered. Algorithms using Givens plane rotations to exploit these structures are presented and some applications discussed. The level of presentation is predominantly expository.Keywords
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