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Singular value decomposition and least squares solutions

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Editor's note. In this fascicle, prepublication of algorithms from the Linear Algebra series of the Handbook for Automatic Computation is continued. Algorithms are published inAlgol 60 reference language as approved by the IFIP. Contributions in this series should be styled after the most recently published ones.

The work of this author was in part supported by the National Science Foundation and Office of Naval Research.

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Golub, G.H., Reinsch, C. Singular value decomposition and least squares solutions. Numer. Math. 14, 403–420 (1970). https://doi.org/10.1007/BF02163027

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Keywords

  • Mathematical Method