BIB-VERSION:: CS-TR-v2.0 ID:: STAN//CS-TR-64-12 ENTRY:: January 19, 1996 ORGANIZATION:: Stanford University, Department of Computer Science TITLE:: Numerical methods for solving linear least squares problems (by G. Golub); An Algol procedure for finding linear least squares solutions (by Peter Businger) TYPE:: Technical Report AUTHOR:: Golub, Gene H. AUTHOR:: Businger, Peter A. DATE:: August 1964 PAGES:: 32 ABSTRACT:: 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. NOTES:: [Adminitrivia V1/Prg/19960119] END:: STAN//CS-TR-64-12