Download Mathematical Algorithms for Linear Regression by Helmuth Späth, Werner Rheinboldt PDF

By Helmuth Späth, Werner Rheinboldt

ISBN-10: 0126564604

ISBN-13: 9780126564600

This quantity offers an outline of numerical tools for linear regression, together with FORTRAN subroutines. Linear regression has helpful purposes in enterprise, information and engineering and this paintings covers all 3 vital circumstances the place p=1,2 and infinity

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ACM 48 2 Linear Lp Regression [22] Wampler, R. K: A l g o r i t h m 5 4 4 : L 2 A a n d L 2 B , W e i g h t e d L e a s t S q u a r e s S o l u t i o n s of Modified G r a m - S c h m i d t w i t h I t e r a t i v e R e f i n e m e n t . A C M T r a n s . M a t h . Softw. 5, 4 9 4 - 4 9 9 (1979). : N u m e r i c a l E x p e r i e n c e s w i t h a BlockR e l a x a t i o n M e t h o d for S o l v i n g L i n e a r L e a s t S q u a r e P r o b l e m s . C S Q 2 , 7 5 - 8 4 (1986). , Rijk, P. P. M.

14) is decomposed i n t o mxo = e^B, A^Ax = A^B. DZERO L O G I C A L BNEW c c c c c O R T H O G O N A L I Z A T I O N ( R ( K , K ) W I L L C O N T A I N THE R E C I P R O C A L V A L U E S OF THE SQUARED LENGTHS OF THE ORTHOGONAL V E C T O R S . WITH D = 1 . / D I A G ( R ) WE HAVE A * * T * A = R * * T * D * R , WHERE NOW D I A G ( R ) = I ) . c 10 20 IFLAG^O SZERO=0. DZERO^^O. /SSUM R{K,K)=H SUM^DZERO DO 3 0 1 = 1 , Μ SUM=SUM+DBLE(A(I,K))*DBLE(B(I)) CONTINUE SSUM=SUM SSUM=SSUM*R(K,K) X(K)=SSUM I F ( K .

106534E^02 0. 728072E-»00 0. 150935E+01 0, 127990E + 03 0 . 398362Ε+01 - . 3 7 3 3 1 2 E + 0 0 0. 3 1 4 6 8 6 E + 01 0 . 4 0 1 0 8 3 Ε + 01 0 . 8 5 9 5 0 7 E 4 0 1 0. 143509E + 02 -. 550358E^00 . 1 4 0 5 9 6 E + 01 0. 990707E 02 0 . lOOOOOE+01 0 . 285671E 02 - . 6 8 5 3 6 1 E - 0 2 0. 199720E+01 0 . 2 9 9 3 9 9 E + 0 1 - . 3 9 9 0 1 6 E + 01 0 . lOOOOOE+01 0 . 128001E+01 0 . lOOOOOE^Ol 0 . 235848E-06 0 . 199999E+01 0. 375000E+01 - . OOOOOOE+00 0 . 1 5 0 0 0 0 E l O l SEC Figure 5. Results of MGS.

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