PERTURBATION-THEORY FOR THE RANK-DEFICIENT EQUALITY CONSTRAINED LEAST-SQUARES PROBLEM

被引：24

作者：

WEI, MS

机构：

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1992年 / 29卷 / 05期

关键词：

EQUALITY CONSTRAINED; LEAST SQUARES; RANK-DEFICIENT; PERTURBATION;

D O I：

10.1137/0729084

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents perturbation theory for the equality constrained least squares problem min f is-an-element-of S \\Kf - g\\2 with S = {f : \\Lf - h\\2 = min(y is-an-element of Cn) \\Ly - h \\2} (LSE), in which L and (L/K) may not be of full rank. The analysis generalizes the results of Elden [4]. Perturbation theorems for the LSE problem are proved. Numerical experiments are also given to verify the error bounds.

引用

页码：1462 / 1481

页数：20

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