Presenting numerous algorithms in a simple algebraic form so that the reader can easilytranslate them into any computer language, this volume gives details of several methodsfor obtaining accurate least squares estimates
Presenting numerous algorithms in a simple algebraic form so that the reader can easilytranslate them into any computer language, this volume gives details of several methodsfor obtaining accurate least squares estimates
PREFACE 1 THE GAUSS AND GAUSS-JORDAN METHODS: ASPECTS OF COMPUTER PROGRAMMING 2 MATRIX ANALYSIS OF GAUSS'S METHOD: THE CHOLESKY AND DOOLITTLE DECOMPOSITIONS 3 THE LINEAR ALGEBRAIC MODEL: THE METHOD OF AVERAGES AND THE METHOD OF LEAST SQUARES 4 THE CAUCHY-BIENAYME LAPLACE AND SCHMIDT PROCEDURES 5 HOUSEHOLDER'S PROCEDURE. 6 CrVENS'S PROCEDURE 7 UPDATING THE QU DECOMPOSITION 8 PSEUDO-RANDOM NUMBERS 9 THE STANDARD LINEAR MODEL 10 CONDITION NUMBERS 11 INSTRUMENTAL VARIABLE 12 GENERALIZED LEAST SQUARES ESTIMATION 13 ITERATIVE SOLUTIONS OF LINEAR AND NONLINEAR LEAST SQUARES PROBLEMS 14 CANONICAL EXPRESSIONS FOR THE LEAST SQUARES ESTIMATORS AND TEST STATISTICS 15 TRADITIONAL EXPRESSIONS FOR THE LEAST SQUARES UPDATING FORMULAS AND TEST STATISTICS 16 LEAST SQUARES ESTIMATION SUBJECT TO LINEAR EQUALITY CONSTRAINTS SUPPLEMENTARY READING GLOSSARY OF MATRIX ALGEBRA AUTHOR INDEX SUBJECT INDEX
PREFACE 1 THE GAUSS AND GAUSS-JORDAN METHODS: ASPECTS OF COMPUTER PROGRAMMING 2 MATRIX ANALYSIS OF GAUSS'S METHOD: THE CHOLESKY AND DOOLITTLE DECOMPOSITIONS 3 THE LINEAR ALGEBRAIC MODEL: THE METHOD OF AVERAGES AND THE METHOD OF LEAST SQUARES 4 THE CAUCHY-BIENAYME LAPLACE AND SCHMIDT PROCEDURES 5 HOUSEHOLDER'S PROCEDURE. 6 CrVENS'S PROCEDURE 7 UPDATING THE QU DECOMPOSITION 8 PSEUDO-RANDOM NUMBERS 9 THE STANDARD LINEAR MODEL 10 CONDITION NUMBERS 11 INSTRUMENTAL VARIABLE 12 GENERALIZED LEAST SQUARES ESTIMATION 13 ITERATIVE SOLUTIONS OF LINEAR AND NONLINEAR LEAST SQUARES PROBLEMS 14 CANONICAL EXPRESSIONS FOR THE LEAST SQUARES ESTIMATORS AND TEST STATISTICS 15 TRADITIONAL EXPRESSIONS FOR THE LEAST SQUARES UPDATING FORMULAS AND TEST STATISTICS 16 LEAST SQUARES ESTIMATION SUBJECT TO LINEAR EQUALITY CONSTRAINTS SUPPLEMENTARY READING GLOSSARY OF MATRIX ALGEBRA AUTHOR INDEX SUBJECT INDEX
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