A description of a system of subroutines to compute solutions to the iteratively reweighted least squares problem is presented. The weights are determined from the data and linear fit and are computed as functions of the scaled residuals. Iteratively reweighted least squares is a part of robust...

A description of a system of subroutines to compute solutions to the iteratively reweighted least squares problem is presented. The weights are determined from the data and linear fit and are computed as functions of the scaled residuals. Iteratively reweighted least squares is a part of robust...

Transferring Fortran subroutines from one manufacturer' s machine to another, or from one operating system to another, puts certain constraints on the construction of the Fortran statements that are used in the subroutines. The reliable performance of mathematical software should be unaffected...

Transferring Fortran subroutines from one manufacturer's machine to another or from one operating system to another puts certain constrains on the construction of the Fortran statements that are used in the subroutines. The reliable performance of this mathematical software should be unaffected...

This paper discusses the robustness and the computational stability of the singular value decomposition algorithm used at the NBER Computer Research Center. The effect of perturbations on input data is explored. Suggestions are made for using the algorithm to get information about the rank of a...

This paper discusses the robustness and the computational stability of the singular value decomposition algorithm used at the NBER Computer Research Center. The effect of perturbations on input data is explored. Suggestions are made for using the algorithm to get information about the rank of a...

Transferring Fortran subroutines from one manufacturer' s machine to another, or from one operating system to another, puts certain constraints on the construction of the Fortran statements that are used in the subroutines. The reliable performance of mathematical software should be unaffected...

This paper discusses the robustness and the computational stability of the singular value decomposition algorithm used at the NBER Computer Research Center. The effect of perturbations on input data is explored. Suggestions are made for using the algorithm to get information about the rank of a...

Transferring Fortran subroutines from one manufacturer's machine to another or from one operating system to another puts certain constrains on the construction of the Fortran statements that are used in the subroutines. The reliable performance of this mathematical software should be unaffected...