Testing Numerical Methods Solving the Linear Least Squares Problem

  • Claus Weihs


The paper derives a general method for testing algorithms solving the Least-Squares-Problem (LS-Problem) of a linear equation system. This test method includes the generation of singular test matrices with arbitrary condition, full column rank and exactly representable generalized inverses, as well as a method for choosing general right hand sides. The method is applied to three LS-Problem solvers in order to assess under what conditions the error in the least squares solution is only linearly dependent on the condition number.


Condition Number Generalize Inverse Test Matrice Full Column Rank Diploma Thesis 
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© Physica-Verlag Heidelberg 2009

Authors and Affiliations

  1. 1.Fakultät StatistikTechnische Universität DortmundDortmundGermany

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