Stability of the MGS-like elimination method for equality constrained least squares problems

DOI10.1007/s11741-009-0304-1zbMath1212.65160OpenAlexW2053782265MaRDI QIDQ3572646

Qiaohua Liu

Publication date: 8 July 2010

Published in: Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11741-009-0304-1

zbMATH Keywords

numerical experimentsroundoff errorcolumn pivotingelimination methodmodified Gram-Schmidtequality constrained least squares

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (2)

An algorithm based on QSVD for the quaternion equality constrained least squares problem ⋮ A real structure-preserving algorithm based on the quaternion QR decomposition for the quaternion equality constrained least squares problem

Uses Software

• mctoolbox

Cites Work

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• Algebraic properties of the rank-deficient equality-constrained and weighted least squares problems
• On the weighting method for least squares problems with linear equality constraints
• Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting
• On the modified Gram-Schmidt algorithm for weighted and constrained linear least squares problems
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem

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