On the weighting method for least squares problems with linear equality constraints (Q1378475)
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scientific article; zbMATH DE number 1117819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the weighting method for least squares problems with linear equality constraints |
scientific article; zbMATH DE number 1117819 |
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On the weighting method for least squares problems with linear equality constraints (English)
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23 July 1998
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A new analysis is given of the weighting method for solving a least squares problem with linear equality constraints. The analysis is based on QR decomposition. It is shown that the analysis leads to a good choice for the weighting factor. The author points out the relation of his analysis to recent extensions of the Householder triangularization method.
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least squares problems
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linear equality constraints
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weighting
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QR decomposition
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Householder triangularization
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