SAS Technical Report R-106, The Sweep Operator: Its Importance in Statistical Computing

Describes how to use Gauss-Jordan elimination for least squares. The report builds to the description of a completely generalized sweep operator that computes and stores (X'X)-, (X'X)-X'X, (X'X)-X'Y, and Y'Y-Y'X(X'X)-X'Y, all in the space of a single upper-triangular matrix.

43 pages.

CMS, Mac, MVS, OS/390, OS/2, UNIX, OpenVMS Alpha, OpenVMS VAX, Windows

ISBN: 1-58025-188-9

Order #CW5985

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