Algebraic properties and perturbation results for the indefinite least squares problem with equality constraints.

Authors :: Liu, Qiaohua
Wang, Minghui
Source :: International Journal of Computer Mathematics. Feb2010, Vol. 87 Issue 2, p425-434. 10p. 2 Charts.
Publication Year :: 2010
Abstract: In this paper, several equivalent systems without constraints of the indefinite least squares problem with equality constraints (ILSE) are established. We also derive the perturbation results for the ILSE problem and illustrate our results with numerical tests. [ABSTRACT FROM AUTHOR]

Subjects :: *ALGEBRAIC functions
*PERTURBATION theory
*APPROXIMATION theory
*FUNCTIONAL analysis
*LEAST squares
*ESTIMATION theory
*MATHEMATICAL statistics

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