Abstract
An algorithm for computing the solution of indefinite least squares problems
and of indefinite least squares problems with equality constrained is presented.
Such problems arise when solving total least squares problems and in
H infinity-smoothing.
The proposed algorithm relies only on stable orthogonal transformations reducing
recursively the associated augmented matrix to proper block anti-triangular form.
Some numerical results are reported showing the properties of the algorithm.
Anno
2014
Autori IAC
Tipo pubblicazione
Altri Autori
Nicola Mastronardi, Paul Van Dooren
Editore
Kluwer
Rivista
BIT numerical mathematics (Dordr., Online)