HANDBOOK SERIES LINEAR ALGEBRA SINGULAR VALUE DECOMPOSITION AND LEAST SQUARES SOLUTIONS.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1969
- Accession Number
- AD0687718
Entities
People
- C. Reinsch
- G. H. Golub
Organizations
- Stanford University