Report Number: CS-TR-64-12
Institution: Stanford University, Department of Computer Science
Title: Numerical methods for solving linear least squares problems
(by G. Golub); An Algol procedure for finding linear least
squares solutions (by Peter Businger)
Author: Golub, Gene H.
Author: Businger, Peter A.
Date: August 1964
Abstract: A common problem in a Computer Laboratory is that of finding
linear least squares solutions. These problems arise in a
variety of areas and in a variety of contexts. Linear least
squares problems are particularly difficult to solve because
they frequently involve large quantities of data, and they
are ill-conditioned by their very nature. In this paper, we
shall consider stable numerical methods for handling these
problems. Our basic tool is a matrix decomposition based on
orthogonal Householder transformations.