On the weighting method for least squares problems with linear equality constraints
type: Item
instance of: scholarly article
title: On the weighting method for least squares problems with linear equality constraints
zbMATH Open document ID: 0893.65024
DOI: 10.1007/BF02510363
author: G. W. Stewart
published in: BIT
publication date: 1998-07-23T00:00:00Z
review text: A new analysis is given of the weighting method for solving a least squares problem with linear equality constraints. The analysis is based on QR decomposition. It is shown that the analysis leads to a good choice for the weighting factor. The author points out the relation of his analysis to recent extensions of the Householder triangularization method.
Mathematics Subject Classification ID: 65F20
zbMATH DE Number: 1117819
zbMATH Keywords: least squares problems
zbMATH Keywords: linear equality constraints
zbMATH Keywords: weighting
zbMATH Keywords: QR decomposition
zbMATH Keywords: Householder triangularization
reviewed by: R. P. Tewarson
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1117819