Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem

DOI10.1137/S0895479898335957zbMath0945.65043WikidataQ56998889 ScholiaQ56998889MaRDI QIDQ4702266

Anthony J. Cox, Nicholas J. Higham

Publication date: 24 November 1999

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

numerical examplesGaussian eliminationconstrained least squares problemcolumn pivotingweighted least squares problembackward stabilityrounding error analysiselimination methodHouseholder QR factorizationrow pivotingrow sorting

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (5)

Stability of the MGS-like elimination method for equality constrained least squares problems ⋮ On growth factors of the modified Gram-Schmidt algorithm ⋮ On direct elimination methods for solving the equality constrained least squares problem ⋮ A self-scaling G-transformation for weighted least squares problems ⋮ The hyperbolic elimination method for solving the equality constrained indefinite least squares problem

Uses Software

• mctoolbox
• testmatrix

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