Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints.
Huai-An DiaoPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- linear least squares
- condition number
- equality constraints
- least squares
- linear algebra
- interior point methods
- regression model
- decomposition algorithm
- optimal solution
- power spectrum
- linear constraints
- regularized least squares
- correlation matrix
- complex valued
- sparse matrix
- numerical stability
- linear systems
- convex optimization
- feature selection
- feature extraction