FORTRAN Subroutines to Solve the Linear Least-Squares Problem and Compute the Complete Orthogonal Factorization.

Abstract : This report describes the computational procedures involved in: solution of linear least-squares problems (including systems of non-singular, over- and under-determined linear equations); formation of the complete orthogonal factorization of a general real matrix. Some aspects of implementation and the estimation of rank are discussed. Full documentation (including source code) is given for a modular set of Fortran subroutines to solve these problems and several related problems. (Author)