Chapter 3. The Least Squares Problem
Published Online: 28 JAN 2005
DOI: 10.1002/0471249718.ch3
Copyright © 2002 John Wiley & Sons, Inc.
Book Title
Fundamentals of Matrix Computations, Second Edition
Additional Information
How to Cite
Watkins, D. S. (2005) The Least Squares Problem, in Fundamentals of Matrix Computations, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471249718.ch3
Publication History
- Published Online: 28 JAN 2005
- Published Print: 10 MAY 2002
Book Series:
Book Series Editors:
- Myron B. Allen III,
- David A. Cox,
- Peter Lax
ISBN Information
Print ISBN: 9780471213949
Online ISBN: 9780471249719
- Summary
- Chapter
Keywords:
- least squares problem;
- permutation matrix;
- Gram–Schmidt orthonormalization process
Summary
This chapter contains sections titled:
The Discrete Least Squares Problem
Orthogonal Matrices, Rotators, and Reflectors
Solution of the Least Squares Problem
The Gram-Schmidt Process
Geometric Approach
Updating the QR Decomposition