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.