Zur Kondition des linearen Ausgleichsproblems mit linearen Gleichungen als Nebenbedingungen

DOI10.1007/BF01389762MaRDI QIDQ760166zbMATH OpenOpenAlexFDO

Authors Werner Sautter

Publication date 1984

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/132925

zbMATH Keywords

optimal scalingcondition numberperturbationpseudo-inverseslinear least squares problemlinear equality constraints

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

• Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints
• Numerical solution of linear least-squares problems with linear equality constraints
• A Comparison of Condition Numbers for the Full Rank Least Squares Problem
• On the solution of constrained and weighted linear least squares problems
• Partial condition number for the equality constrained linear least squares problem

Cites work

• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• scientific article; zbMATH DE number 3251042 (Why is no real title available?)
• Computational Graphs and Rounding Error
• Fehleranalyse für die Gauß-Elimination zur Berechnung der Lösung minimaler Länge
• Optimally scaled matrices
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
• Zusammenfassender Bericht. Genauigkeitsfragen bei der Lösung linearer Gleichungssysteme

Cited in

(6)

• scientific article; zbMATH DE number 3843065 (Why is no real title available?)
• A Comparison of Condition Numbers for the Full Rank Least Squares Problem
• scientific article; zbMATH DE number 3495174 (Why is no real title available?)
• scientific article; zbMATH DE number 3020059 (Why is no real title available?)
• scientific article; zbMATH DE number 3896695 (Why is no real title available?)
• scientific article; zbMATH DE number 3107909 (Why is no real title available?)

This page was built for publication: Zur Kondition des linearen Ausgleichsproblems mit linearen Gleichungen als Nebenbedingungen

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760166)