On direct elimination methods for solving the equality constrained least squares problem

DOI10.1080/03081080801928068zbMath1192.65043MaRDI QIDQ5190348

Musheng Wei, Qiaohua Liu

Publication date: 17 March 2010

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081080801928068

zbMATH Keywords

numerical examples; round-off error; least squares problem; column pivoting; direct elimination method; modified Gram-Schmidt method; equality constrained least squares

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65G50: Roundoff error

Related Items

Multidimensional Total Least Squares Problem with Linear Equality Constraints, A self-scaling G-transformation for weighted least squares problems, On condition numbers of the total least squares problem with linear equality constraint

Cites Work

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