Comment on the Iterative Refinement of Least-Squares Solutions
关于最小二乘解迭代精化的评论
Three different iterative algorithms for refining a computed least-squares estimate are compared. The first two algorithms are based on the orthogonal decomposition of the matrix X, whereas the third, recently advocated by Fletcher (1975), uses the Cholesky decomposition of XT X. The third algorithm theoretically can give good results even when the condition number κ (X) is very large, but in general, the first two algorithms are superior and far more reliable. A variant of…