On the modified Gram-Schmidt algorithm for weighted and constrained linear least squares problems
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Publication:1907867
DOI10.1007/BF01739820zbMath0848.65026MaRDI QIDQ1907867
Publication date: 27 October 1996
Published in: BIT (Search for Journal in Brave)
instability; numerical results; factorization; Gram-Schmidt algorithm; reorthogonalization; weighted linear least squares problems
65F20: Numerical solutions to overdetermined systems, pseudoinverses
65F25: Orthogonalization in numerical linear algebra
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Some new properties of the equality constrained and weighted least squares problem, Stability of the MGS-like elimination method for equality constrained least squares problems
Cites Work
- Numerical aspects of Gram-Schmidt orthogonalization of vectors
- Numerics of Gram-Schmidt orthogonalization
- Iterative refinement for constrained and weighted linear least squares
- Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
- Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
- Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted $QR$ Factorization
- Iterative refinement of linear least squares solutions I
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