Linear Least Squares by Elimination and MGS
- 1 October 1974
- journal article
- Published by Association for Computing Machinery (ACM) in Journal of the ACM
- Vol. 21 (4), 581-585
- https://doi.org/10.1145/321850.321855
Abstract
An algorithm combining Gaussian elimination with the modified Gram-Schmidt (MGS) procedure is given for solving the linear least squares problem. The method is based on the operational efficiency of Gaussian elimination for LU decompositions and the numerical stability of MGS for unitary decompositions and is designed for slightly overdetermined linear systems.Keywords
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