An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User
作者:
JamesW. Longley,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 319
页码: 819-841
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10500896
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Although there are many linear least squares programs available for use on the electronic computer, the algorithms specified in many of these programs are numerically more appropriate for the desk calculator than for the electronic computer. Routines which may be efficient for desk calculators may not be efficient for electronic computers. Since most computers carry about eight digits in the calculations, routines which do not take the problem of round-off errors and truncation into account may produce inaccurate numerical results.1The difficulty is that the user will not know whether the results are accurate. Experiments with routine test problems using economic data indicated that either the data must be modified to fit the program or that the program must be altered to fit the data before numerical accuracy could be obtained on most programs tested. If the full potential of the electronic computer is to be achieved, an understanding of the basic arithmetic operations and their effect on the accuracy of the results is essential.
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