hfti: Least Squares Solution using Householder Transformation
Description
Solves the least squares problem using Householder forward triangulation
with column interchanges. It is an R interface to the HFTI function that is
described in Lawson and Hanson (1974, 1995). Its Fortran implementation is
public domain and is available at http://www.netlib.org/lawson-hanson/.
Usage
hfti(a, b, tol = 1e-07)
Arguments
a
Design matrix.
b
Response vector or matrix.
tol
Tolerance for determining the pseudorank.
Value
b
first krank elements contains the solution
krank
psuedo-rank
rnorm
Euclidean norm of the residual
vector.
Details
Given matrix a and vector b, hfti solves the least
squares problem:
$$\mathrm{minimize\ \ } || a x - b ||.$$
References
Lawson and Hanson (1974, 1995). Solving least squares problems.
Englewood Cliffs, N.J., Prentice-Hall.