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Algorithms for linear least squares problems. (English) Zbl 0734.65031
Computer algorithms for solving linear algebraic equations. The state of the art, NATO ASI Ser., Ser. F 77, 57-92 (1991).
[For the entire collection see Zbl 0729.00015.]
New backward stable methods based on the modified Gram-Schmidt factorization for linear least squares problems and underdetermined linear systems are presented. For least squares problems arising from multidimensional models parallel block preconditioners are derived.

MSC:
65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F10 Iterative numerical methods for linear systems
65F35 Numerical computation of matrix norms, conditioning, scaling