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;
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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.
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页码：961 / 967
页数：6
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