On the weighting method for least squares problems with linear equality constraints

DOI10.1007/BF02510363zbMath0893.65024MaRDI QIDQ1378475

G. W. Stewart

Publication date: 23 July 1998

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

QR decompositionleast squares problemslinear equality constraintsweightingHouseholder triangularization

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (9)

Updating QR factorization procedure for solution of linear least squares problem with equality constraints ⋮ Perturbation analysis for total least squares problems with linear equality constraint ⋮ Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights ⋮ Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. II. singular weights ⋮ Stability of the MGS-like elimination method for equality constrained least squares problems ⋮ On direct elimination methods for solving the equality constrained least squares problem ⋮ An efficient Hessian based algorithm for singly linearly and box constrained least squares regression ⋮ The revisited total least squares problems with linear equality constraint ⋮ Algebraic properties and perturbation results for the indefinite least squares problem with equality constraints

Cites Work

• On the Asymptotic Behavior of Scaled Singular Value and QR Decompositions
• On the Method of Weighting for Equality-Constrained Least-Squares Problems
• Error Analysis and Implementation Aspects of Deferred Correction for Equality Constrained Least Squares Problems
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
• A square root covariance algorithm for constrained recursive least squares estimation
• Iterative refinement of linear least squares solutions II
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