Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem
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Publication:4702266
DOI10.1137/S0895479898335957zbMath0945.65043WikidataQ56998889 ScholiaQ56998889MaRDI QIDQ4702266
Anthony J. Cox, Nicholas J. Higham
Publication date: 24 November 1999
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
numerical examples; Gaussian elimination; constrained least squares problem; column pivoting; weighted least squares problem; backward stability; rounding error analysis; elimination method; Householder QR factorization; row pivoting; row sorting
65F20: Numerical solutions to overdetermined systems, pseudoinverses
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