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

By Helmuth Späth, Werner Rheinboldt

This quantity offers an outline of numerical equipment for linear regression, together with FORTRAN subroutines. Linear regression has valuable purposes in company, facts and engineering and this paintings covers all 3 vital instances the place p=1,2 and infinity

Similar mathematics_1 books

Differential and Difference Equations with Applications: by Sandra Pinelas, Zuzana Došlá, Ondřej Došlý, Peter E. Kloeden PDF

Geared toward the neighborhood of mathematicians engaged on traditional and partial differential equations, distinction equations, and sensible equations, this booklet includes chosen papers in accordance with the displays on the foreign convention on Differential & distinction Equations and purposes (ICDDEA) 2015, devoted to the reminiscence of Professor Georg promote.

Get D.D. Kosambi: Selected Works in Mathematics and Statistics PDF

This publication fills a huge hole in experiences on D. D. Kosambi. For the 1st time, the mathematical paintings of Kosambi is defined, gathered and offered in a way that's obtainable to non-mathematicians to boot. a couple of his papers which are tough to procure in those parts are made on hand the following.

Extra resources for Mathematical Algorithms for Linear Regression

Sample text

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.