Solutions to Weighted Least Squares Problems by Modified Gram-Schmidt with Iterative Refinement
- 1 December 1979
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 5 (4) , 457-465
- https://doi.org/10.1145/355853.355862
Abstract
A Fortran Lmplementatlon of an algonthm for solving weighted least squares problems by modified Gram-Schmidt with iteratwe refmement is described. The algorithm is one known to prowde maximum accuracy in the case of ill-conditioned problems. The types of problems which can be solved include overdetermined and underdetermined systems of linear equations, and problems where the solution is subject to linear equality constraints. The covariance matrix of the solution vector is computed.Keywords
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