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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.

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