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

DOI10.1080/03081080801928068MaRDI QIDQ5190348zbMATH OpenOpenAlexFDO

Authors Qiaohua Liu, Musheng Wei

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

column pivotingdirect elimination methodequality constrained least squaresleast squares problemmodified Gram-Schmidt methodnumerical examplesround-off error

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50)

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• Stability of the MGS-like elimination method for equality constrained least squares problems
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Cites work

• A minimization method for the solution of large symmetriric eigenproblems
• Algebraic properties of the rank-deficient equality-constrained and weighted least squares problems
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Multiplier and gradient methods
• Numerics of Gram-Schmidt orthogonalization
• On the Method of Weighting for Equality-Constrained Least-Squares Problems
• On the weighting method for least squares problems with linear equality constraints
• Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem
• The Direct Solution of Weighted and Equality Constrained Least-Squares Problems

Cited in

(11)

• On the stability of the direct elimination method for equality constrained least squares problems
• A self-scaling G-transformation for weighted least squares problems
• On condition numbers of the total least squares problem with linear equality constraint
• A matrix nullspace approach for solving equality-constrained multivariable polynomial least-squares problems
• A hyperbolic MGS elimination method for solving the equality constrained indefinite least squares problem
• Stability of the MGS-like elimination method for equality constrained least squares problems
• The Direct Solution of Weighted and Equality Constrained Least-Squares Problems
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem
• Multidimensional total least squares problem with linear equality constraints
• New results on the constrained mock-Chebyshev least squares operator
• A quadrature formula on triangular domains via an interpolation-regression approach

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