Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares (Q4021623)
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scientific article; zbMATH DE number 95692
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| English | Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares |
scientific article; zbMATH DE number 95692 |
Statements
Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares (English)
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16 January 1993
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stability
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\(QR\)-decomposition
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linear least squares
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least squares with equality constraints
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weighted least squares
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\(M\)-invariant matrices
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\(M\)-invariant reflections
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Householder reflectors
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condition numbers
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rounding errors
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algorithms
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0.8331174254417419
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0.817635178565979
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