Least Squares Computations by Givens Transformations Without Square Roots |
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Authors: | GENTLEMAN W MORVEN |
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Institution: |
Department of Applied Analysis and Computer Science, University of Waterloo Waterloo, Ontario, Canada
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Abstract: | The use of Givens transformations and the QR decomposition tosolve linear least squares problems has several advantages,particularly when the design matrix is sparse or large. A modificationthat eliminates the square roots and reduces the number of multiplicationsby one half, as well as facilitating weighted least squaresat no extra cost, makes the method even more attractive. |
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