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.
http://i.stanford.edu/pub/cstr/reports/cs/tr/69/134/CS-TR-69-134.pdf