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Numerical solution of linear least-squares problems with linear equality constraints

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Abstract

In Ref. 1, a perturbation theory for the linear least-squares problem with linear equality constraints is presented. In this paper, the condition numbers of a general formula given in Ref. 1 are examined in order to compare them with the condition numbers of the two matrices of the problem. A class of test problems is also defined to study experimentally the numerical stability of three algorithms.

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References

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Authors and Affiliations

  1. Department of Pure and Applied Mathematics, University of Modena, Modena, Italy

    A. Laratta (Professor) & F. Zironi (Associate Professor)

  2. Pisa, Italy

    A. Laratta (Professor)

Authors
  1. A. Laratta
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  2. F. Zironi
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Additional information

Communicated by I. Galligani

This work was partially supported by the Ministero della Pubblica Istruzione, Rome, Italy.

The authors thank the “Centro Interdipartimentale di Calcolo Automatico e di Informatica Applicata” of the University of Modena for having provided computing time on its VAX computer.

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Laratta, A., Zironi, F. Numerical solution of linear least-squares problems with linear equality constraints. J Optim Theory Appl 65, 67–83 (1990). https://doi.org/10.1007/BF00941160

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  • DOI: https://doi.org/10.1007/BF00941160

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