Numerical solution of linear least-squares problems with linear equality constraints
type: Item
instance of: scholarly article
title: Numerical solution of linear least-squares problems with linear equality constraints
zbMATH Open document ID: 0673.90076
DOI: 10.1007/BF00941160
author: A. Laratta
author: Fernando Zironi
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: A perturbation theory for the linear least-squares problem with linear equality constraints was presented by \textit{L. Eldén} [SIAM J. Numer. Anal. 17, 338-350 (1980; Zbl 0469.65023)]. In this paper the condition numbers of a general formula given by Eldén are examined in order to compare them with the condition numbers of the two matrices of the problem. A class of test problems is also defined to study experimentally the numerical stability of three algorithms.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 4102826
zbMATH Keywords: error analysis
zbMATH Keywords: constrained optimization
zbMATH Keywords: perturbation theory
zbMATH Keywords: linear least-squares problem
zbMATH Keywords: linear equality constraints
zbMATH Keywords: condition numbers
zbMATH Keywords: numerical stability
describes a project that uses: LINPACK
MaRDI profile type: Publication
cites work: Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
cites work: Q4879581
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description: scientific article; zbMATH DE number 4102826