Solving least squares problems. Unabridged, corr. republ. Unabridged, corr. republ. (English) Zbl 0860.65029

Classics in Applied Mathematics. 15. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. xii, 337 p. (1995).
The main body of the book remains unchanged from the original book that was published by Prentice-Hall in 1974, with the exception of some corrections. A new Appendix is added, giving a survey of new developments in numerical methods for solving linear least squares problems during the period 1974-1995. A short reduced view into the contents gives a first impression about the textbook:
Analysis of the least squares problem, Orthogonal decomposition by certain elementary orthogonal transformations, Orthogonal decomposition by singular value decomposition, Perturbation theorems for singular values, The pseudoinverse, Analysis of computing errors for the problem LS, Other methods for least squares problems, Linear least squares problems with linear constraints, Practical analysis of linear least squares problems, Descriptions and use of FORTRAN codes for solving problem LS.
This book is intended to be used as a reference for persons who investigate solutions of linear least squares problems.


65F20 Numerical solutions to overdetermined systems, pseudoinverses
65-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis
15A09 Theory of matrix inversion and generalized inverses
62J05 Linear regression; mixed models
65K05 Numerical mathematical programming methods
65C99 Probabilistic methods, stochastic differential equations
65D10 Numerical smoothing, curve fitting
90C20 Quadratic programming