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A direct error analysis for least squares. (English) Zbl 0271.65029


MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
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References:

[1] Björck, A.: Solving Linear Least Squares Problems by Gram-Schmidt Orthogonalization. BIT7, 1-21 (1967) · Zbl 0183.17802 · doi:10.1007/BF01934122
[2] Björck, A.: Iterative Refinement of Linear Least Squares Solutions I. BIT7, 257-278 (1967) · Zbl 0159.20404 · doi:10.1007/BF01939321
[3] Golub, G. H., Wilkinson, J. H.: Iterative Refinement of Least Squares Solutions. Num. Math.9, 139-148 (1966) · Zbl 0156.16106 · doi:10.1007/BF02166032
[4] Wilkinson, J. H.: Error Analysis of Transformations Based on the Use of Matrices of the FormI - 2??H. In: Error in Digital Computation, Vol. 2, Editor L. B. Rall, 1965 · Zbl 0252.65030
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