Numerical solution of linear least-squares problems with linear equality constraints (Q1121177): Difference between revisions

A perturbation theory for the linear least-squares problem with linear equality constraints was presented by \textit{L. Eldén} [SIAM J. Numer. Anal. 17, 338-350 (1980; Zbl 0469.65023)]. In this paper the condition numbers of a general formula given by Eldén are examined in order to compare them with the condition numbers of the two matrices of the problem. A class of test problems is also defined to study experimentally the numerical stability of three algorithms.