Abstract
The method of weighting is a useful way to solve least squares problems that have linear equality constraints. New error bounds for the method are derived using the generalized singular value decomposition. The analysis clarifies when the weighting approach is successful and suggests modifications when it is not.
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© 1983 Springer-Verlag
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Van Loan, C. (1983). A generalized SVD analysis of some weighting methods for equality constrained least squares. In: Kågström, B., Ruhe, A. (eds) Matrix Pencils. Lecture Notes in Mathematics, vol 973. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062106
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DOI: https://doi.org/10.1007/BFb0062106
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