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Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem - MaRDI portal

Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem (Q3947060)

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Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem
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    Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem (English)
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    1982
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    linear least squares solution
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    equality constraints
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    inequality constraints
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    nonnegativity constraints
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    inconsistent constraints
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    covariance matrix
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