On the weighting method for least squares problems with linear equality constraints
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.
scientific article; zbMATH DE number 1117819
scientific article