A structurally backward stable algorithm for solving the indefinite least squares problem with equality constraints

DOI10.1093/imanum/dru004zbMath1309.65068OpenAlexW2084268328MaRDI QIDQ5174181

Publication date: 17 February 2015

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/dru004

zbMATH Keywords

sensitivity stability numerical experiment indefinite quadratic form matrix decomposition indefinite matrices indefinite least squares problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items (7)

A contribution to the conditioning theory of the indefinite least squares problems ⋮ Computing the Jordan Structure of an Eigenvalue ⋮ Splitting-based randomized iterative methods for solving indefinite least squares problem ⋮ An algorithm for solving the indefinite least squares problem with equality constraints ⋮ Algorithms for indefinite linear least squares problems ⋮ On the condition number theory of the equality constrained indefinite least squares problem ⋮ Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms

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