Iterative refinements of linear least squares solutions by Householder transformations
Published 1 January 1968
Åke Björck, Gene H. Golub
Citations46
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TL;DR
An algorithm is presented in ALGOL for iteratively refining the solution to a linear least squares problem with linear constraints and shows that a high degree of accuracy is obtained.
Abstract
An algorithm is presented in ALGOL for iteratively refining the solution to a linear least squares problem with linear constraints. Numerical results presented show that a high degree of accuracy is obtained.
Keywords
Computer ScienceMathematics