Numerical solution of linear least-squares problems with linear equality constraints

1990 
In Ref. 1, a perturbation theory for the linear least-squares problem with linear equality constraints is presented. In this paper, the condition numbers of a general formula given in Ref. 1 are examined in order to compare them with the condition numbers of the two matrices of the problem. A class of test problems is also defined to study experimentally the numerical stability of three algorithms.
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