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Least Squares Problems

  • Walter Gander
  • Martin J. Gander
  • Felix Kwok
Chapter
Part of the Texts in Computational Science and Engineering book series (TCSE, volume 11)

Abstract

Least squares problems appear very naturally when one would like to estimate values of parameters of a mathematical model from measured data which are subject to errors (see quote above). They appear however also in other con- texts, and form an important subclass of more general optimization problems, see Chapter  12. After several typical examples of least squares problems, we start in Section 6.2 with the linear least squares problem and the natural solution given by the normal equations.

Keywords

Singular Value Decomposition Normal Equation Orthogonal Matrix Frobenius Norm Descent Direction 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Walter Gander
    • 1
  • Martin J. Gander
    • 2
  • Felix Kwok
    • 2
  1. 1.Departement InformatikETH ZürichZürichSwitzerland
  2. 2.Section de MathématiquesUniversité de GenèveGenèveSwitzerland

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