Numerical methods for solving linear least squares problems

A common problem in a Computer Laboratory is that of finding linear least squares solutions. These problems arise in a variety of areas and in a variety of contexts. Linear least squares problems are particularly difficult to solve because they frequently involve large quantities of data, and they are ill-conditioned by their very nature. In this paper, we shall consider stable numerical methods for handling these problems. Our basic tool is a matrix decomposition based on orthogonal Householder transformations.Reproduction in Whole or in Part is permitted for any Purpose of the United States government. This report was supported in part by Office of Naval Research Contract Nonr-225(37) (NR 044-11) at Stanford University.