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

DOI10.1093/IMANUM/DRU004MaRDI QIDQ5174181zbMATH OpenOpenAlexFDO

Authors Paul van Dooren, Nicola Mastronardi

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

indefinite least squares problemindefinite matricesindefinite quadratic formmatrix decompositionnumerical experimentsensitivitystability

Mathematics Subject Classification ID

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

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Cited in

(12)

• The equality constrained indefinite least squares problem: Theory and algorithms
• On the stability of the direct elimination method for equality constrained least squares problems
• Algorithms for indefinite linear least squares problems
• A contribution to the conditioning theory of the indefinite least squares problems
• An algorithm for solving the indefinite least squares problem with equality constraints
• Splitting-based randomized iterative methods for solving indefinite least squares problem
• The hyperbolic elimination method for solving the equality constrained indefinite least squares problem
• Stability of the MGS-like elimination method for equality constrained least squares problems
• A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
• 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
• Computing the Jordan structure of an eigenvalue

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