A code for linear least squares based upon the ABS procedure

Abstract

The code described here finds the minimal solution of the linear least squares problem by the QR method obtained by means of the application of the ABS symmetric algorithm for linear systems of equations. Computational results have shown a better accuracy of the new algorithm against the classical implementations of the QR method (with Householder transformations as implemented in current scientific libraries

Keywords:

• Linear Least Squares
• QR Method
• ABS Algorithms
• Numerical Experiments