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An algorithm for solving the indefinite least squares problem with equality constraints

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Mastronardi, Nicola [Istituto per le Applicazioni del Calcolo "M. Picone", Italy] Van Dooren, Paul [UCL]
Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 2014
Language Anglais
Journal information "Bit (Lisse) : numerical mathematics" - Vol. 54, p. 201-218 (2014)
Peer reviewed yes
Publisher Springer Netherlands ((Netherlands) Dordrecht)
issn 0006-3835
e-issn 1572-9125
Publication status Publié
Affiliation UCL - SST/ICTM/INMA - Pôle en ingénierie mathématique
Links
  1. Bojanczyk Adam, Higham Nicholas J., Patel Harikrishna, The Equality Constrained Indefinite Least Squares Problem: Theory and Algorithms, 10.1023/b:bitn.0000007020.58972.07
  2. Bojanczyk Adam, Higham Nicholas J., Patel Harikrishna, Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization, 10.1137/s0895479802401497
  3. Chandrasekaran S., Gu M., Sayed A. H., A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem, 10.1137/s0895479896302229
  4. Golub Gene H., van Loan Charles F., An Analysis of the Total Least Squares Problem, 10.1137/0717073
  5. Golub, G.H., Van Loan, C.F.: Matrix Computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996)
  6. Gould Nicholas I. M., On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem, 10.1007/bf01585660
  7. Hassibi B., Sayed A.H., Kailath T., Linear estimation in Krein spaces. I. Theory, 10.1109/9.481605
  8. Higham Nicholas J., J-Orthogonal Matrices: Properties and Generation, 10.1137/s0036144502414930
  9. Liu Qiaohua, Wang Minghui, Algebraic properties and perturbation results for the indefinite least squares problem with equality constraints, 10.1080/00207160802123433
  10. Liu Qiaohua, Pan Baozhen, Wang Qian, The hyperbolic elimination method for solving the equality constrained indefinite least squares problem, 10.1080/00207160902871253
  11. Mastronardi Nicola, Dooren Paul Van, The Antitriangular Factorization of Symmetric Matrices, 10.1137/110858860
  12. Mastronardi Nicola, Van Dooren Paul, Recursive approximation of the dominant eigenspace of an indefinite matrix, 10.1016/j.cam.2012.02.032
  13. Mastronardi, N., Van Dooren, P.: A structurally backward stable algorithm for solving the indefinite least squares problem with equality constraints. IMA J. Numer. Anal. (submitted)
  14. Van Huffel Sabine, Vandewalle Joos, The Total Least Squares Problem : Computational Aspects and Analysis, ISBN:9780898712759, 10.1137/1.9781611971002
Bibliographic reference Mastronardi, Nicola ; Van Dooren, Paul. An algorithm for solving the indefinite least squares problem with equality constraints. In: Bit (Lisse) : numerical mathematics, Vol. 54, p. 201-218 (2014)
Permanent URL http://hdl.handle.net/2078.1/135632