11. Computing the Solution for the Overdetermined or Exactly Determined Full Rank Problem
Society for Industrial and Applied Mathematics eBooks · 1995
Previous chapter Next chapter Classics in Applied Mathematics Solving Least Squares Problems11. Computing the Solution for the Overdetermined or Exactly Determined Full Rank Problempp.63 - 66Chapter DOI:https://doi.org/10.1137/1.9781611971217.ch11PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAboutExcerpt In Theorem (3.11) we saw that for an m × n matrix A there existed an m × m orthogonal matrix Q such that QA=R is zero below the main diagonal. In this chapter we shall describe the numerical computation of the matrices Q and R using Algorithms H1 and H2 of Chapter 10. Previous chapter Next chapter RelatedDetails Published:1995ISBN:978-0-89871-356-5eISBN:978-1-61197-121-7 https://doi.org/10.1137/1.9781611971217Book Series Name:Classics in Applied MathematicsBook Code:CL15Book Pages:xiv + 337Key words:singular value, decomposition, SVDRS, perturbation bounds, orthogonal, least squares