Some new properties of the equality constrained and weighted least squares problem (Q1593664): Difference between revisions
From MaRDI portal
Latest revision as of 01:47, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new properties of the equality constrained and weighted least squares problem |
scientific article |
Statements
Some new properties of the equality constrained and weighted least squares problem (English)
0 references
3 June 2002
0 references
Perturbation bounds are derived for the equality constrained weighted least squares problem using its unconstrained formulation. Then a method for solving the latter using the QR decomposition of corresponding matrices is suggested and several methods are compared.
0 references
Moore-Penrose inverse
0 references
perturbation bounds
0 references
weighted least squares problem
0 references
QR decomposition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
