Report Number: CS-TR-68-83
Institution: Stanford University, Department of Computer Science
Title: Iterative refinements of linear least squares solutions by Householder transformations
Author: Bjorck, Ake
Author: Golub, Gene H.
Date: January 1968
Abstract: An algorithm is presented in ALGOL for iteratively refining the solution to a linear least squares problem with linear constraints. Numerical results presented show that a high degree of accuracy is obtained.
http://i.stanford.edu/pub/cstr/reports/cs/tr/68/83/CS-TR-68-83.pdf