Solving Least Squares Problems

Solving Least Squares Problems PDF Author: Charles L. Lawson
Publisher: SIAM
ISBN: 0898713560
Category : Mathematics
Languages : en
Pages : 348

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Book Description
This Classic edition includes a new appendix which summarizes the major developments since the book was originally published in 1974. The additions are organized in short sections associated with each chapter. An additional 230 references have been added, bringing the bibliography to over 400 entries. Appendix C has been edited to reflect changes in the associated software package and software distribution method.

Solving Least Squares Problems

Solving Least Squares Problems PDF Author: Charles L. Lawson
Publisher: SIAM
ISBN: 0898713560
Category : Mathematics
Languages : en
Pages : 348

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Book Description
This Classic edition includes a new appendix which summarizes the major developments since the book was originally published in 1974. The additions are organized in short sections associated with each chapter. An additional 230 references have been added, bringing the bibliography to over 400 entries. Appendix C has been edited to reflect changes in the associated software package and software distribution method.

Numerical Methods for Least Squares Problems

Numerical Methods for Least Squares Problems PDF Author: Ake Bjorck
Publisher: SIAM
ISBN: 9781611971484
Category : Mathematics
Languages : en
Pages : 425

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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.

The Total Least Squares Problem

The Total Least Squares Problem PDF Author: Sabine Van Huffel
Publisher: SIAM
ISBN: 0898712750
Category : Mathematics
Languages : en
Pages : 302

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Book Description
This is the first book devoted entirely to total least squares. The authors give a unified presentation of the TLS problem. A description of its basic principles are given, the various algebraic, statistical and sensitivity properties of the problem are discussed, and generalizations are presented. Applications are surveyed to facilitate uses in an even wider range of applications. Whenever possible, comparison is made with the well-known least squares methods. A basic knowledge of numerical linear algebra, matrix computations, and some notion of elementary statistics is required of the reader; however, some background material is included to make the book reasonably self-contained.

Numerical Methods for Least Squares Problems

Numerical Methods for Least Squares Problems PDF Author: Ake Bjorck
Publisher: SIAM
ISBN: 0898713609
Category : Mathematics
Languages : en
Pages : 421

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Book Description
The method of least squares: the principal tool for reducing the influence of errors when fitting models to given observations.

Applied Numerical Linear Algebra

Applied Numerical Linear Algebra PDF Author: James W. Demmel
Publisher: SIAM
ISBN: 0898713897
Category : Mathematics
Languages : en
Pages : 426

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Book Description
This comprehensive textbook is designed for first-year graduate students from a variety of engineering and scientific disciplines.

Introduction to Applied Linear Algebra

Introduction to Applied Linear Algebra PDF Author: Stephen Boyd
Publisher: Cambridge University Press
ISBN: 1316518965
Category : Business & Economics
Languages : en
Pages : 477

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Book Description
A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.

Least-squares Approximation

Least-squares Approximation PDF Author: Open University. Linear Mathematics Course Team
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 52

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Book Description


Least Squares Data Fitting with Applications

Least Squares Data Fitting with Applications PDF Author: Per Christian Hansen
Publisher: JHU Press
ISBN: 1421408589
Category : Mathematics
Languages : en
Pages : 325

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Book Description
A lucid explanation of the intricacies of both simple and complex least squares methods. As one of the classical statistical regression techniques, and often the first to be taught to new students, least squares fitting can be a very effective tool in data analysis. Given measured data, we establish a relationship between independent and dependent variables so that we can use the data predictively. The main concern of Least Squares Data Fitting with Applications is how to do this on a computer with efficient and robust computational methods for linear and nonlinear relationships. The presentation also establishes a link between the statistical setting and the computational issues. In a number of applications, the accuracy and efficiency of the least squares fit is central, and Per Christian Hansen, Víctor Pereyra, and Godela Scherer survey modern computational methods and illustrate them in fields ranging from engineering and environmental sciences to geophysics. Anyone working with problems of linear and nonlinear least squares fitting will find this book invaluable as a hands-on guide, with accessible text and carefully explained problems. Included are • an overview of computational methods together with their properties and advantages • topics from statistical regression analysis that help readers to understand and evaluate the computed solutions • many examples that illustrate the techniques and algorithms Least Squares Data Fitting with Applications can be used as a textbook for advanced undergraduate or graduate courses and professionals in the sciences and in engineering.

Numerical Methods for Least Squares Problems, Second Edition

Numerical Methods for Least Squares Problems, Second Edition PDF Author: Åke Björck
Publisher: SIAM
ISBN: 1611977959
Category : Mathematics
Languages : en
Pages : 509

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Book Description
The method of least squares, discovered by Gauss in 1795, is a principal tool for reducing the influence of errors when fitting a mathematical model to given observations. Applications arise in many areas of science and engineering. The increased use of automatic data capturing frequently leads to large-scale least squares problems. Such problems can be solved by using recent developments in preconditioned iterative methods and in sparse QR factorization. The first edition of Numerical Methods for Least Squares Problems was the leading reference on the topic for many years. The updated second edition stands out compared to other books on this subject because it provides an in-depth and up-to-date treatment of direct and iterative methods for solving different types of least squares problems and for computing the singular value decomposition. It also is unique because it covers generalized, constrained, and nonlinear least squares problems as well as partial least squares and regularization methods for discrete ill-posed problems. The bibliography of over 1,100 historical and recent references provides a comprehensive survey of past and present research in the field. This book will be of interest to graduate students and researchers in applied mathematics and to researchers working with numerical linear algebra applications.

Least-Squares Finite Element Methods

Least-Squares Finite Element Methods PDF Author: Pavel B. Bochev
Publisher: Springer Science & Business Media
ISBN: 0387689222
Category : Mathematics
Languages : en
Pages : 669

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Book Description
Since their emergence, finite element methods have taken a place as one of the most versatile and powerful methodologies for the approximate numerical solution of Partial Differential Equations. These methods are used in incompressible fluid flow, heat, transfer, and other problems. This book provides researchers and practitioners with a concise guide to the theory and practice of least-square finite element methods, their strengths and weaknesses, established successes, and open problems.