The equality constrained indefinite least squares problem: Theory and algorithms (Q1431659): Difference between revisions

Theory and algorithms for the equality constrained indefinite least squares problem are given. Central to this theory is a new factorization, the generalized hyperbolic QR factorization. This factorization plays a similar role for the considered problem as the generalized QR factorization plays for the standard least squares problem with equality constraints. The method based on the generalized hyperbolic QR factorization is forward stable under reasonable assumption. Numerical experiments are given for illustration.