Numerical solution of linear least-squares problems with linear equality constraints (Q1121177)
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scientific article; zbMATH DE number 4102826
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| English | Numerical solution of linear least-squares problems with linear equality constraints |
scientific article; zbMATH DE number 4102826 |
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Numerical solution of linear least-squares problems with linear equality constraints (English)
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1990
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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.
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error analysis
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constrained optimization
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perturbation theory
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linear least-squares problem
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linear equality constraints
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condition numbers
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numerical stability
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0.93708813
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0.93514645
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0.9244538
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