Linear Least Squares by Elimination and MGS

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Abstract

An algorithm combining Gaussian elimination with the modified Gram-Schmidt (MGS) procedure is given for solving the linear least squares problem. The method is based on the operational efficiency of Gaussian elimination for LU decompositions and the numerical stability of MGS for unitary decompositions and is designed for slightly overdetermined linear systems. © 1974, ACM. All rights reserved.

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APA

Plemmons, R. J. (1974). Linear Least Squares by Elimination and MGS. Journal of the ACM (JACM), 21(4), 581–585. https://doi.org/10.1145/321850.321855

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