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MathGroup Archive 2008

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Help with LeastSquares (v. 6)

  • To: mathgroup at smc.vnet.net
  • Subject: [mg91014] Help with LeastSquares (v. 6)
  • From: "Hoa Bui" <hoabui05 at gmail.com>
  • Date: Sun, 3 Aug 2008 05:33:51 -0400 (EDT)

Howdy,

Anyone know about what algorithm is used by LeastSquares, please help me?
I know there is the option Method->"Direct" or "IterativeRefinement", but I
do not know what exactly is used by these methods.
For example, does Method->"IterativeRefinement" use the damped least-square
pseudo-inverse (i.e. Levenberg-Marquardt ?), or does it use one of the
decomposition methods for solving linear systems of equations, etc... ?

Where would I be able to get a more detailed description?

Thanks so much,
~Hoa Bui



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