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A general updating algorithm for constrained linear least square problems. (English) Zbl 0562.65018
This paper gives a general updating algorithm for solving the constrained least squares problems. The algorithm is based on the use of the QR decomposition and direct elimination. It is general in that no restrictive assumption on the rank of any subset of equations or constraints is made and it is readily applicable to special matrix structures. Implementation aspects are not discussed.
Reviewer: S.Zlobec

MSC:
65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F05 Direct numerical methods for linear systems and matrix inversion
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