Updating QR factorization procedure for solution of linear least squares problem with equality constraints

DOI10.1186/s13660-017-1547-0zbMath1377.65051OpenAlexW2770488478WikidataQ46486930 ScholiaQ46486930MaRDI QIDQ1677996

Peng Zhang

Publication date: 14 November 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-017-1547-0

zbMATH Keywords

algorithmequality constraintsupdatingnumerical experimentleast squares problemsorthogonal transformation\textit{QR} factorization

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Related Items (2)

The eigenspace spectral regularization method for solving discrete ill-posed systems ⋮ A self-scaling G-transformation for weighted least squares problems

Uses Software

• TOMS-686
• mctoolbox

Cites Work

• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Algebraic properties of the rank-deficient equality-constrained and weighted least squares problems
• Generalized QR factorization and its applications
• Sherman-Morrison-Woodbury-formula-based algorithms for the surface smoothing problem
• On the weighting method for least squares problems with linear equality constraints
• On the Method of Weighting for Equality-Constrained Least-Squares Problems
• Solution of Modified Matrix Equations
• The Direct Solution of Weighted and Equality Constrained Least-Squares Problems
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• Accurate Downdating of Least Squares Solutions
• Algorithm 686: FORTRAN subroutines for updating the QR decomposition
• Methods for Modifying Matrix Factorizations
• Accuracy and Stability of Numerical Algorithms
• Analysis of Algorithms for Reflections in Bisectors
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Updating QR factorization procedure for solution of linear least squares problem with equality constraints