On the Iterative Refinement of Least Squares Solutions
作者:
R.H. Fletcher,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1975)
卷期:
Volume 70,
issue 349
页码: 109-112
ISSN:0162-1459
年代: 1975
DOI:10.1080/01621459.1975.10480270
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An iterative algorithm for solving linear least squares problems has been developed and tested on an IBM 1620 computer. This article traces the development of the algorithm from that described by Björck and Golub [1] to the present, and shows how, with a slight change in algebra, the Householder triangularization may be replaced equally successfully by the simpler method of Cholesky factorization. The algorithm appears accurate and efficient even for highly ill-conditioned problems. Use of the residual vector in the iteration process is the main source of the algorithm's success.
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