Algorithm AS 164: Least Squares Subject to Linear Constraints

DOI10.2307/2346399zbMATH Open0468.62062OpenAlexW2945538533MaRDI QIDQ3922017FDOQ3922017

W. Douglas Stirling

Publication date: 1981

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2346399

zbMATH Keywords

splineslinear constraintsleast squareGivensalgorithm AS 164

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Software, source code, etc. for problems pertaining to statistics (62-04)

Cited In (8)

• Causal restriction and its generalization for the Wiener filter
• A comparison of algorithms for forming the QR decomposition for use in regression
• AS 164
• INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS
• All possible subset regressions using the triangular decomposition
• Testing linear hypotheses in contingency tables with zero cell counts
• Probabilistic-statistical programs from ``Applied Statistics
• All possible subset regressions using the QR decomposition

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