R. W. Farebrother

Linear Least Squares Computations (eBook, PDF)

• Format: PDF

Produktbeschreibung

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

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 320
• Erscheinungstermin: 2. Mai 2018
• Englisch
• ISBN-13: 9781351435260
• Artikelnr.: 56840829

Autorenporträt

R.W. Farebrother

Inhaltsangabe

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