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T h e p r o p o s e d i t e r a t i v e i m p r o v e m e n t of t h e s o l u t i o n i n [3,4] is i m p l e m e n t e d i n [21,22]. 4). I n t h i s c a s e , t h e n o r m a l e q u a t i o n s a r e simplified, a n d w e n o t e a n i m p o r t a n t f e a t u r e of t h e r e s i d u a l vector r . 4), w e will u s e /•(x) = JCo + { a , - ä , ) x , + . · . 6) i n t h e form of =h, (e, xo G fR, χ 6 fR^ w h e r e A is o b t a i n e d from A b y s u b t r a c t i n g t h e m e a n v a l u e % of t h e c o r r e s p o n d i n g c o l u m n from e a c h e l e m e n t of t h e kth c o l u m n .

C o m p u t a . BIO, 5 1 7 5 2 7 (1981). [14] Longley, J. W,: L e a s t S q u a r e s C o m p u t a t i o n s U s i n g O r t h o g o ­ n a l i z a t i o n M e t h o d s . M a r c e l D e k k e r , N e w Y o r k 1984. [15] Markah, T. , Plemmons, R. : C o n v e r g e n c e of a [16] [17] [18] [19] [20] [21] D i r e c t - I t e r a t i v e M e t h o d for L a r g e - S c a l e L e a s t - S q u a r e s P r o b l e m s . L i n . A l g . A p p l . 6 9 , 1 5 5 - 1 6 7 (1985). , Pillis, J. de. Varga, R.

EPS Quantity for the accuracy test for the orthogonalization. If the squared Euclidean length of the vector to be treated in the /eth step is smaller than EPS, then it is interrupted with IFLAG = 1. FALSE, the method is applied to (A, b) and χ is calculated. , X can easily be determined for another right-hand side Β (only the new Β is orthogonalized). IFLAG =0: No error was recognized. = 1: Error (see above). R ARRAY(NDIM, N)\ working area. Necessary subroutines: None. Remarks: Double precision is used for scalar products.