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期刊论文

Algebraic properties of the rank-deficient equality constrained and weighted least squares problems

魏木生Musheng Wei

Journal of Linear Algebra and Its Applications, vol. 161(1992), 27-43.,-0001,():

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摘要/描述

In this paper, we study the algebraic properties for the solutions of equality constrained least squares problem (LSE) minfesⅡKf-gⅡ2 with S={F:||fSKfg∈−LF-H||fSKfg∈−2=MINYEXN||fSKfg∈−Ly-h||fSKfg∈−2}and corresponding weighted least squares problem (WLS), in which L and may not be of full rank. General formulas of the solutions are given, the algebraic relations between the LSE and the WLS solutions are obtained.

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