Numerical Methods for Least Squares Problems

Åke Björck

ISBN 10: 1611977940 / ISBN 13: 9781611977943

Published by Society for Industrial and Applied Mathematics,U.S., US, 2024

About this Item

The method of least squares, discovered by Gauss in 1795, is a principal tool for reducing the influence of errors when fitting a mathematical model to given observations. Applications arise in a great number of areas in sciences and engineering. The increased use of automatic data capturing frequently leads to large-scale least squares problems. Such problems can be solved by using recent developments in preconditioned iterative methods and in sparse QR factorization. The first edition of Numerical Methods for Least Squares Problem was the leading reference on least squares problems for many years. The updated second edition stands out compared to other books on the topic because:it provides an in-depth and up to date treatment of direct and iterative methods for solving different types of least squares problems and for computing the singular value decomposition;covers generalized, constrained, and nonlinear least squares problems as well as partial least squares and regularization methods for discrete ill-posed problems; andcontains a bibliography with more than 1100 historical and recent references, providing a unique survey of past and present research in the field.

Seller Inventory # LU-9781611977943

Bibliographic Details

• Title: Numerical Methods for Least Squares Problems
• Publisher: Society for Industrial and Applied Mathematics,U.S., US
• Publication Date: 2024
• Language: English
• ISBN 10: 1611977940
• ISBN 13: 9781611977943
• Binding: Paperback
• Edition: Second Edition.
• Condition: New
• Dimensions: 25.4W x 17.78H x 3.81D centimeters 25.4 centimeters width by 17.78 centimeters height by 3.81 centimeters depth

About this title

Synopsis

The method of least squares, discovered by Gauss in 1795, is a principal tool for reducing the influence of errors when fitting a mathematical model to given observations. Applications arise in many areas of science and engineering. The increased use of automatic data capturing frequently leads to large-scale least squares problems. Such problems can be solved by using recent developments in preconditioned iterative methods and in sparse QR factorization. The first edition of Numerical Methods for Least Squares Problems was the leading reference on the topic for many years. The updated second edition stands out compared to other books on this subject because it provides an in-depth and up-to-date treatment of direct and iterative methods for solving different types of least squares problems and for computing the singular value decomposition. It also is unique because it covers generalized, constrained, and nonlinear least squares problems as well as partial least squares and regularization methods for discrete ill-posed problems. The bibliography of over 1,100 historical and recent references provides a comprehensive survey of past and present research in the field.

About the Author

Åke Björck is a professor emeritus at Linköping University, Sweden. He is the author of many research papers and books on numerical analysis and matrix computations. He served as managing editor of the journal BIT Numerical Mathematics from 1993 to 2003 and has been a SIAM Fellow since 2014.