×

Efficient solution of constrained least squares problems with Kronecker product structure. (English) Zbl 0913.65033

A null space method to solve constrained least squares problems is presented. It is shown how to take advantage of both Kronecker product in constraints and the Kronecker product in the least squares equations. It is also shown how the generalized singular value decomposition can be used on these problems. The complexity of the algorithm is examined.

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F30 Other matrix algorithms (MSC2010)
65Y20 Complexity and performance of numerical algorithms
PDFBibTeX XMLCite
Full Text: DOI