Some new properties of the equality constrained and weighted least squares problem (Q1593664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new properties of the equality constrained and weighted least squares problem |
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Some new properties of the equality constrained and weighted least squares problem (English)
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3 June 2002
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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.
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Moore-Penrose inverse
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perturbation bounds
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weighted least squares problem
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QR decomposition
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