Solving Least Squares Problems (Prentice-Hall Series in Automatic Computation)

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9780138225858: Solving Least Squares Problems (Prentice-Hall Series in Automatic Computation)

An accessible text for the study of numerical methods for solving least squares problems remains an essential part of a scientific software foundation. This book has served this purpose well. Numerical analysts, statisticians, and engineers have developed techniques and nomenclature for the least squares problems of their own discipline. This well-organized presentation of the basic material needed for the solution of least squares problems can unify this divergence of methods. Mathematicians, practising engineers, and scientists will welcome its return to print. The material covered includes Householder and Givens orthogonal transformations, the QR and SVD decompositions, equality constraints, solutions in nonnegative variables, banded problems, and updating methods for sequential estimation. Both the theory and practical algorithms are included. The easily understood explanations and the appendix providing a review of basic linear algebra make the book accessible for the non-specialist.

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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.

About the Author:

Richard J. Hanson is a Research Scientist at the Rice Univeristy Center for High Performance Software Research in Houston, Texas. Charles Lawson retired from the Jet Propulsion Propulsion Laboratory of the California Institute of Technology (Caltech) in October, 1996. He is now self-employed, working out of his home in San Clemente, California

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