On direct elimination methods for solving the equality constrained least squares problem

DOI10.1080/03081080801928068zbMath1192.65043MaRDI QIDQ5190348

Musheng Wei, Qiaohua Liu

Publication date: 17 March 2010

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081080801928068

zbMATH Keywords

numerical examples; round-off error; least squares problem; column pivoting; direct elimination method; modified Gram-Schmidt method; equality constrained least squares

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65G50: Roundoff error

Cites Work

• Algebraic properties of the rank-deficient equality-constrained and weighted least squares problems
• Numerics of Gram-Schmidt orthogonalization
• On the weighting method for least squares problems with linear equality constraints
• Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting
• Multiplier and gradient methods
• On the Method of Weighting for Equality-Constrained Least-Squares Problems
• The Direct Solution of Weighted and Equality Constrained Least-Squares Problems
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• A minimization method for the solution of large symmetriric eigenproblems
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem