# Numerical investigations of linear least squares methods for derivative estimation

Belward, John A., Turner, Ian W., & Oqielat, Moa'Ath (2009) Numerical investigations of linear least squares methods for derivative estimation. *ANZIAM Journal*, *50*, C844-C857.

## Abstract

The results of a numerical investigation into the errors for least squares estimates of function gradients are presented. The underlying algorithm is obtained by constructing a least squares problem using a truncated Taylor expansion. An error bound associated with this method contains in its numerator terms related to the Taylor series remainder, while its denominator contains the smallest singular value of the least squares matrix. Perhaps for this reason the error bounds are often found to be pessimistic by several orders of magnitude. The circumstance under which these poor estimates arise is elucidated and an empirical correction of the theoretical error bounds is conjectured and investigated numerically. This is followed by an indication of how the conjecture is supported by a rigorous argument.

Impact and interest:

**Citation counts**are sourced monthly from **Scopus** and **Web of Science®** citation databases.

These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science® generally from 1980 onwards.

Citations counts from the **Google Scholar™** indexing service can be viewed at the linked Google Scholar™ search.

Full-text downloads:

**50**since deposited on 04 Feb 2010

**7**in the past twelve months

**Full-text downloads**displays the total number of times this work’s files (e.g., a PDF) have been downloaded from QUT ePrints as well as the number of downloads in the previous 365 days. The count includes downloads for all files if a work has more than one.

Export: EndNote | Dublin Core | BibTeX

Repository Staff Only: item control page