Späth H., Rheinboldt W. Mathematical Algorithms for Linear Regression

Boston: Academic Press, 1992. — 335 p.This volume presents an overview of numerical methods for linear regression, including FORTRAN subroutines. Linear regression has useful applications in business, statistics and engineering and this work covers all three important cases where p=1,2 and infinityPreface to the English Edition
NotationLinear Lp Regression
Robust Regression (ROBUST)
Ridge Regression (RRL2, RRL1, RRLI)
Linear Lp Regression with Linear Constraints
Linear Lp Regression with Nonnegative Parameters (p = 2: NNLS; p = 1: NNL1; p = ∞: NNLI)
Orthogonal Linear Lp Regression
Final Remarks
List of Subroutines
Appendix: Examples