Solving quadratically constrained least squares problems using a differential-geometric approach

DOI10.1023/A:1021998908811zbMath1006.65037OpenAlexW1598974686MaRDI QIDQ698567

Lars Eldén

Publication date: 1 December 2002

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021998908811

zbMATH Keywords

convergencenumerical exampleNewton's methodStiefel manifoldleast squares problemoptimal Lagrange multipliersecular equationill-conditionedquadratic constraint

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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