Solving the Least Squares Problem with Givens Transformation
Wei Ziqing (Xian Research Institute of Surveying and Mapping, Xian, 710054)
Givens transformation provides an approach to solving the least squares problem without forming normal equations. This approach is advantageous in terms of numerical stability, computational efficiency and storage saving. It is also suitable for sequential adjustment. This paper will first give the concept of Givens transformation, and then describe the computational procedure of solving the least squares prob-lim using Givens transformation, and finally deal with the algorithm of updating the parameter solutions and their covariance matrix. The triangular decomposition of normal equation matrix is appended supplementarily explaining the outcome of Givens transformation of a design matrix.
【CateGory Index】： P207