Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
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Publication:4021623
DOI10.1137/0613079zbMath0766.65038OpenAlexW2139002888MaRDI QIDQ4021623
Per-Åke Wedin, Mårten Gulliksson
Publication date: 16 January 1993
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0613079
algorithmsstabilitycondition numbersrounding errorsweighted least squaresHouseholder reflectorslinear least squares\(M\)-invariant reflections\(QR\)-decomposition\(M\)-invariant matricesleast squares with equality constraints
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05)
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