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NUMERICAL
METHODS
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L E A S T
SQUARES
PROBLEMS
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NUMERICAL
METHODS
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L E A S T
SQUARES
PROBLEMS
AKE BJORCK
Linkoping University
Linkoping, Sweden
Society for Industrial and Applied Mathematics
Philadelphia
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Copyright © 1996 by the Society for Industrial and Applied Mathematics.
10987654
All rights reserved. Printed in the United States of America. No part of this book may be
reproduced, stored, or transmitted in any manner without the written permission of the
publisher. For information, write to the Society for Industrial and Applied Mathematics,
3600 University City Science Center, Philadelphia, PA 19104-2688.
Library of Congress Cataloging-in-Publication Data
Bjorck, Ake, 1934-
Numerical methods for least squares problems / Ake Bjorck.
p. cm.
Includes bibliographic references (p. - ) and index.
ISBN 0-89871-360-9 (pbk.)
1. Equations, Simultaneous—Numerical solutions. 2. Least squares. I Title.
QA214.B56
1996
512.9'42—dc20
96-3908
Portions were adapted with permission from
Handbook of Numerical Analysis, Volume I,
Least Squares Methods
by Ake Bjorck, © 1990, North-Holland, Amsterdam.
siam_.
is a registered trademark.
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