The equality constrained indefinite least squares problem: Theory and algorithms
type: Item
instance of: scholarly article
title: The equality constrained indefinite least squares problem: Theory and algorithms
zbMATH Open document ID: 1050.65035
DOI: 10.1023/B:BITN.0000007020.58972.07
author: Nicholas J. Higham
author: Harikrishna Patel
author: Adam W. Bojanczyk
published in: BIT
publication date: 2004-06-11T00:00:00Z
review text: Theory and algorithms for the equality constrained indefinite least squares problem are given. Central to this theory is a new factorization, the generalized hyperbolic QR factorization. This factorization plays a similar role for the considered problem as the generalized QR factorization plays for the standard least squares problem with equality constraints. The method based on the generalized hyperbolic QR factorization is forward stable under reasonable assumption. Numerical experiments are given for illustration.
reviewed by: Horst Hollatz
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 65G50
zbMATH DE Number: 2073447
zbMATH Keywords: equality constrained indefinite least squares problem
zbMATH Keywords: \(J\)-orthogonal matrix
zbMATH Keywords: hyperbolic rotation
zbMATH Keywords: hyperbolic QR factorization
zbMATH Keywords: forward stability
zbMATH Keywords: perturbation theory
zbMATH Keywords: rounding error analysis
zbMATH Keywords: Cholesky factorization
zbMATH Keywords: algorithms
zbMATH Keywords: numerical experiments
Wikidata QID: Q56998815
describes a project that uses: mctoolbox
MaRDI profile type: Publication
full work available at URL: b:bitn.0000007020.58972.07
OpenAlex ID: W2004789714
description: scientific article; zbMATH DE number 2073447