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

Article

- Received:
- Revised:

DOI: 10.1007/BF02510363

- Cite this article as:
- Stewart, G.W. Bit Numer Math (1997) 37: 961. doi:10.1007/BF02510363

## Abstract

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.

### AMS subject classification

65F20### Key words

Least squares problem linear equality constraints weighting## Copyright information

© Swets & Zeitlinger 1997