Report Number: CS-TR-69-134
Institution: Stanford University, Department of Computer Science
Title: Linear least squares and quadratic programming
Author: Golub, Gene H.
Author: Saunders, Michael A.
Date: May 1969
Abstract: Several algorithms are presented for solving linear least squares problems; the basic tool is orthogonalization techniques. A highly accurate algorithm is presented for solving least squares problems with linear inequality constraints. A method is also given for finding the least squares solution when there is a quadratic constraint on the solution.