An algorithm for solving the indefinite least squares problem with equality constraints

DOI10.1007/S10543-013-0452-2MaRDI QIDQ2450890zbMATH OpenOpenAlexFDO

Authors Nicola Mastronardi, Paul van Dooren

Publication date 23 May 2014

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10543-013-0452-2

zbMATH Keywords

algorithmequality constraintsindefinite least squaresindefinite matrixnumerical resultsorthogonal transformation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Cites work

• J-Orthogonal Matrices: Properties and Generation
• A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
• A structurally backward stable algorithm for solving the indefinite least squares problem with equality constraints
• Algebraic properties and perturbation results for the indefinite least squares problem with equality constraints
• An Analysis of the Total Least Squares Problem
• scientific article; zbMATH DE number 51511 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Linear estimation in Krein spaces. I. Theory
• On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
• Recursive approximation of the dominant eigenspace of an indefinite matrix
• Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization
• The Antitriangular Factorization of Symmetric Matrices
• The equality constrained indefinite least squares problem: Theory and algorithms
• The hyperbolic elimination method for solving the equality constrained indefinite least squares problem

Cited in

(15)

• The equality constrained indefinite least squares problem: Theory and algorithms
• On the partial condition numbers for the indefinite least squares problem
• Algorithms for indefinite linear least squares problems
• A contribution to the conditioning theory of the indefinite least squares problems
• Splitting-based randomized iterative methods for solving indefinite least squares problem
• The hyperbolic elimination method for solving the equality constrained indefinite least squares problem
• A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
• Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization
• On the condition number theory of the equality constrained indefinite least squares problem
• USSOR method for solving the indefinite least squares problem
• Backward error and condition number analysis for the indefinite linear least squares problem
• A structurally backward stable algorithm for solving the indefinite least squares problem with equality constraints
• Cholesky-like factorization of symmetric indefinite matrices and orthogonalization with respect to bilinear forms
• Algebraic properties and perturbation results for the indefinite least squares problem with equality constraints
• A block algorithm for computing antitriangular factorizations of symmetric matrices

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Uses Software

• VanHuffel

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