Quadratically constrained least squares and quadratic problems

DOI10.1007/BF01385796zbMath0745.65029OpenAlexW2059164920MaRDI QIDQ1180757

Urs von Matt, Gene H. Golub

Publication date: 27 June 1992

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133565

zbMATH Keywords

Lagrange multipliernumerical examplesiterative methodGauss quadraturequadratic problemsquadratically constrained least squares

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)

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Uses Software

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• CRAIG

Cites Work

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• Smoothing by spline functions. II
• A constrained eigenvalue problem
• Least squares with a quadratic constraint
• Bounds for matrix moments
• Some History of the Conjugate Gradient and Lanczos Algorithms: 1948–1976
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Calculation of Gauss Quadrature Rules
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Computational Variants of the Lanczos Method for the Eigenproblem
• Some Modified Matrix Eigenvalue Problems

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