The Direct Solution of Weighted and Equality Constrained Least-Squares Problems

DOI10.1137/0909046zbMath0648.65037OpenAlexW2041752389MaRDI QIDQ3793627

Susan L. Handy, Jesse L. Barlow

Publication date: 1988

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0909046

zbMATH Keywords

sparse matricesnumerical stabilitybackward error boundsorthogonal factorizationsBjörck-Golub algorithmweighted least-squares problemequality constrained least-squares probleminitial QR factorization with column pivotingleast squares with large weights

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (12)

An algorithm and stability theory for downdating the ULV decomposition ⋮ Updating QR factorization procedure for solution of linear least squares problem with equality constraints ⋮ Effective condition number for weighted linear least squares problems and applications to the Trefftz method ⋮ Equality constrained least squares problem over quaternion field ⋮ A new technique of quaternion equality constrained least squares problem ⋮ Algebraic properties of the rank-deficient equality-constrained and weighted least squares problems ⋮ On direct elimination methods for solving the equality constrained least squares problem ⋮ A self-scaling G-transformation for weighted least squares problems ⋮ The hyperbolic elimination method for solving the equality constrained indefinite least squares problem ⋮ An algorithm based on QSVD for the quaternion equality constrained least squares problem ⋮ Solving large linear least squares problems with linear equality constraints ⋮ Some new properties of the equality constrained and weighted least squares problem

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