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

DOI10.1007/s10543-013-0452-2zbMath1290.65033OpenAlexW2123367931MaRDI QIDQ2450890

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

algorithmnumerical resultsequality constraintsorthogonal transformationindefinite matrixindefinite least squares

Mathematics Subject Classification ID

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

Related Items

Backward error and condition number analysis for the indefinite linear least squares problem, A contribution to the conditioning theory of the indefinite least squares problems, On the partial condition numbers for the indefinite least squares problem, Splitting-based randomized iterative methods for solving indefinite least squares problem, Algorithms for indefinite linear least squares problems, A block algorithm for computing antitriangular factorizations of symmetric matrices, On the condition number theory of the equality constrained indefinite least squares problem, Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms

Uses Software

• VanHuffel

Cites Work

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