Accession Number:

AD0687718

Title:

HANDBOOK SERIES LINEAR ALGEBRA SINGULAR VALUE DECOMPOSITION AND LEAST SQUARES SOLUTIONS.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE

Personal Author(s):

Report Date:

1969-05-01

Pagination or Media Count:

42.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE