Solving Least Squares Problems (Classics in Applied Mathematics, Series Number 15) by Charles L. Lawson (PDF)

Description

An accessible text for the study of numerical methods for solving least squares problems remains an essential part of a scientific software foundation. This book has served this purpose well. Numerical analysts, statisticians, and engineers have developed techniques and nomenclature for the least squares problems of their own discipline. This well-organized presentation of the basic material needed for the solution of least squares problems can unify this divergence of methods. Mathematicians, practising engineers, and scientists will welcome its return to print. The material covered includes Householder and Givens orthogonal transformations, the QR and SVD decompositions, equality constraints, solutions in nonnegative variables, banded problems, and updating methods for sequential estimation. Both the theory and practical algorithms are included. The easily understood explanations and the appendix providing a review of basic linear algebra make the book accessible for the non-specialist.

User’s Reviews

Editorial Reviews: Review “I recommend this book to everyone who encounters numerical linear algebra problems, even if only occasionally.” — Henk A. van der Vorst, ITW News, September 1996. Book Description This Classic edition includes a new appendix which summarizes the major developments since the book was originally published in 1974. Book Description This Classic edition includes a new appendix which summarizes the major developments since the book was originally published in 1974. The additions are organized in short sections associated with each chapter. An additional 230 references have been added, bringing the bibliography to over 400 entries. Appendix C has been edited to reflect changes in the associated software package and software distribution method. About the Author Richard J. Hanson is a Research Scientist at the Rice Univeristy Center for High Performance Software Research in Houston, Texas. Charles Lawson retired from the Jet Propulsion Propulsion Laboratory of the California Institute of Technology (Caltech) in October, 1996. He is now self-employed, working out of his home in San Clemente, California Read more

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐It seems like a good book: very concise and about as easy to understand as something dealing with this topic can be. It includes chapters on constrained problems (both equality and inequality) which is something I’ve needed for a number of projects. These are dealt with using simple, linear algebra, rather than the modern tendency to use set theory which I suspect over-complicates things.Unfortunately the print quality is terrible. This makes a lot of the math (and the book is mostly math) hard to read, especially where there are special symbols such as Greek letters.

⭐This is a classic book on least squares problems. It has been cited extensively. But it is written in 1970s. I think it is not good for self-learning or reference. The notations are very old and the structure should be refined.

⭐Very specialised and this version a little out of date

⭐Great book!

⭐A classic!

⭐An essential introduction to least squares optimization. I found it highly readable. In most cases, one would implement these methods in code by going to “Numerical Recipes” or similar. This book provides the necessary background.

⭐Good Reference on the main methods. Covers Householder, Givens, and Normal equation methods in some detail.It also has some somewhat dated Fortran Code

⭐All fine! Perfect! Fast delivery!

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