A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
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Publication:4243508
DOI10.1137/S0895479896302229zbMath0920.65024MaRDI QIDQ4243508
Ali H. Sayed, Ming Gu, Shivkumar Chandrasekaran
Publication date: 18 May 1999
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479896302229
algorithm; error analysis; numerical stability; QR factorization; backward stability; indefinite least-squares problems
65F20: Numerical solutions to overdetermined systems, pseudoinverses
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