A note on the modified gram-schmidt process

Abstract

The modified Gram–Schmidt process of Rice [4] is adapted to give a numerically stable algorithm for computing the minimal norm least squares solution of the problem Ax = b. Numerical results of a FORTRAN implementation of this algorithm are also discussed

Keywords:

• Minimal norm LS solution
• numerically stable algorithm
• orthogonalization, pseudoinverse

C.R. Categories:

• G.1.4
• G.1.6
• G.1.7