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The Direct Solution of Weighted and Equality Constrained Least-Squares Problems - MaRDI portal

The Direct Solution of Weighted and Equality Constrained Least-Squares Problems (Q3793627)

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The Direct Solution of Weighted and Equality Constrained Least-Squares Problems
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    The Direct Solution of Weighted and Equality Constrained Least-Squares Problems (English)
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    1988
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    least squares with large weights
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    sparse matrices
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    orthogonal factorizations
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    equality constrained least-squares problem
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    weighted least-squares problem
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    numerical stability
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    Björck-Golub algorithm
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    backward error bounds
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    initial QR factorization with column pivoting
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