Solving Least Squares Problems (Classics in Applied Mathematics, Series Number 15) - Softcover

Lawson, Charles L.; Hanson, Richard J.

Softcover

ISBN 10: 0898713560 ISBN 13: 9780898713565

Publisher: Society for Industrial and Applied Mathematics, 1987

Synopsis

An accessible text for the study of numerical methods for solving least squares problems remains an essential part of a scientific software foundation. This book has served this purpose well. Numerical analysts, statisticians, and engineers have developed techniques and nomenclature for the least squares problems of their own discipline. This well-organized presentation of the basic material needed for the solution of least squares problems can unify this divergence of methods. Mathematicians, practising engineers, and scientists will welcome its return to print. The material covered includes Householder and Givens orthogonal transformations, the QR and SVD decompositions, equality constraints, solutions in nonnegative variables, banded problems, and updating methods for sequential estimation. Both the theory and practical algorithms are included. The easily understood explanations and the appendix providing a review of basic linear algebra make the book accessible for the non-specialist.

About this title

About the Author

Richard J. Hanson is a Research Scientist at the Rice Univeristy Center for High Performance Software Research in Houston, Texas. Charles Lawson retired from the Jet Propulsion Propulsion Laboratory of the California Institute of Technology (Caltech) in October, 1996. He is now self-employed, working out of his home in San Clemente, California

Edition details

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 1987
• Language: English
• ISBN 10: 0898713560
• ISBN 13: 9780898713565
• Binding: Paperback
• Number of pages: 350