Solution of linear least squares via the ABS algorithm

Solution of linear least squares via the ABS algorithm

0.00 Avg rating0 Votes
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: ,
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.