On the weighting method for least squares problems with linear equality constraints

DOI10.1007/BF02510363zbMath0893.65024MaRDI QIDQ1378475

G. W. Stewart

Publication date: 23 July 1998

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

QR decomposition; least squares problems; linear equality constraints; weighting; Householder triangularization

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

Related Items

On direct elimination methods for solving the equality constrained least squares problem, Algebraic properties and perturbation results for the indefinite least squares problem with equality constraints, Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights, Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. II. singular weights, Stability of the MGS-like elimination method for equality constrained least squares problems

Cites Work

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• Error Analysis and Implementation Aspects of Deferred Correction for Equality Constrained Least Squares Problems
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
• A square root covariance algorithm for constrained recursive least squares estimation
• Iterative refinement of linear least squares solutions II