Article ID: | iaor19941877 |
Country: | Netherlands |
Volume: | 58 |
Issue: | 1 |
Start Page Number: | 111 |
End Page Number: | 136 |
Publication Date: | Jan 1993 |
Journal: | Mathematical Programming (Series A) |
Authors: | Spedicato Emilio, Bodon Elena |
The ABS class for linear and nonlinear systems has been recently introduced by Abaffy, Broyden, Galantai and Spedicato. Here the authors consider various ways of applying these algorithms to the determination of the minimal euclidean norm solution of over-determined linear systems in the least squares sense. Extensive numerical experiments show that the proposed algorithms are efficient and that one of them usually gives better accuracy than standard implementations of the QR orthogonalization algorithm with Householder reflections.