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On the weighting method for least squares problems with linear equality constraints
 G. W. Stewart
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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.
Communicated by Åke Björck.
This work was supported in part by the National Science Foundation under grant CCR 95503126.
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 Title
 On the weighting method for least squares problems with linear equality constraints
 Journal

BIT Numerical Mathematics
Volume 37, Issue 4 , pp 961967
 Cover Date
 19971201
 DOI
 10.1007/BF02510363
 Print ISSN
 00063835
 Online ISSN
 15729125
 Publisher
 Kluwer Academic Publishers
 Additional Links
 Topics
 Keywords

 65F20
 Least squares problem
 linear equality constraints
 weighting
 Industry Sectors
 Authors

 G. W. Stewart ^{(1)}
 Author Affiliations

 1. Department of Computer Science and Institute for Advanced Computer Studies, University of Maryland, 20742, College Park, MD