Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares (Q4021623)

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Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
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    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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