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Least Squares Fitting
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Lecture Notes Introduction to
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Generic Procedures
Contents
Linear Systems of Algebraic Equations
Subsections
Least Squares Fitting
The problem
Row Operations
The triangular form
Solving the upper triangular system
General algorithms
Computing the determinant
Pivoting
Triangular form with pivoting
Operation count
Singularity
Multiple systems with the same matrix
Computing the inverse of a matrix
Coding the LU decomposition
Coding the forward-backward substitution
LAPACK and BLAS.
Factorization
Substitution.
Compilation and Linkage.
Homework
LU decomposition
Back-substitution
Tests
Two systems with the same .
A singular system.
The Hilbert matrix
Adrian Sandu 2001-08-26
