Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
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Publication:3923511
DOI10.1137/0717028zbMath0469.65023OpenAlexW2046696187MaRDI QIDQ3923511
Publication date: 1980
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0717028
linear least squares problemcondition numberslinear equality constraintsperturbation theoremweighted pseudoinverse
Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Numerical computation of matrix norms, conditioning, scaling (65F35)
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