Solving quadratically constrained least squares problems using a differential-geometric approach

BIT Numerical Mathematics

Volumn 42, Issue 2, 2002, Pages 323-335

  Eldèn, Lars ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Ill conditioned; Lagrange multiplier; Least squares; Newton's method; Quadratic constraint; Stiefel manifold

Indexed keywords

EID: 0041377826     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021998908811     Document Type: Article

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