Page 82 - Compact Numerical Methods For Computers
P. 82
Some comments on the formation of the cross-products matrix 71
(ii) Algorithm 4 gave
(a) for a =8
T
and r r = 0
(6) for a = 64,
T
and r r = 0.
Since the first edition of this book appeared, several authors have considered
problems associated with the formation of the sum of squares and cross-products
matrix, in particular the question of collinearity. See, for example, Nash (1979b) and
Stewart (1987).
