Numerical Methods for Least Squares Problems

Released on by Ake Bjorck
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  • Numerical Methods for Least Squares Problems Book Detail

  • Author : Ake Bjorck
  • Release Date : 1996-01-01
  • Publisher : SIAM
  • Genre : Mathematics
  • Pages : 425
  • ISBN 13 : 9781611971484
  • File Size : 12,12 MB
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Numerical Methods for Least Squares Problems by Ake Bjorck PDF Summary

Book Description: The method of least squares was discovered by Gauss in 1795. It has since become the principal tool to reduce the influence of errors when fitting models to given observations. Today, applications of least squares arise in a great number of scientific areas, such as statistics, geodetics, signal processing, and control. In the last 20 years there has been a great increase in the capacity for automatic data capturing and computing. Least squares problems of large size are now routinely solved. Tremendous progress has been made in numerical methods for least squares problems, in particular for generalized and modified least squares problems and direct and iterative methods for sparse problems. Until now there has not been a monograph that covers the full spectrum of relevant problems and methods in least squares. This volume gives an in-depth treatment of topics such as methods for sparse least squares problems, iterative methods, modified least squares, weighted problems, and constrained and regularized problems. The more than 800 references provide a comprehensive survey of the available literature on the subject.

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Solving Least Squares Problems

Solving Least Squares Problems

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This Classic edition includes a new appendix which summarizes the major developments since the book was originally published in 1974. The additions are organize