On the weighting method for least squares problems with linear equality constraints

被引：0

作者：

G. W. Stewart

机构：

[1] University of Maryland,Department of Computer Science and Institute for Advanced Computer Studies

来源：

BIT Numerical Mathematics | 1997年 / 37卷

关键词：

65F20; Least squares problem; linear equality constraints; weighting;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The weighting method for solving a least squares problem with linear equality constraints multiplies the constraints by a large number and appends them to the top of the least squares problem, which is then solved by standard techniques. In this paper we give a new analysis of the method, based on the QR decomposition, that exhibits many features of the algorithm. In particular it suggests a natural criterion for chosing the weighting factor.

引用

页码：961 / 967

页数：6

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