Linear equality-constrained least-square problems by generalized QR factorization

• Cabrera Miranda, Sergio Andrés ^[1] ; Triana Laverde, Juan Gabriel ^[2]
  1. [1] Programa de Estadística, Universidad ECCI, Bogotá, Colombia.
  2. [2] Universidad ECCI, Bogotá, Colombia.
• Localización: Selecciones Matemáticas, ISSN-e 2411-1783, Vol. 8, Nº. 2, 2021 (Ejemplar dedicado a: August - December), págs. 437-443
• Idioma: inglés
• DOI: 10.17268/sel.mat.2021.02.20
• Títulos paralelos:
  • El problema de los mínimos cuadrados con restricciones de igualdad mediante la factorización QR generalizada
• Enlaces
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• Resumen
  • español

    La factorización QR generalizada, también conocida como factorización GQR, permite descomponer dos matrices A y B simultáneamente a una forma triangular. En este artículo, se muestra cómo aplicar la factorización GQR para resolver problemas de mínimos cuadrados con restricciones de igualdad; además, se emplea esta factorización para resolver problemas de mínimos cuadrados sobre cuaterniones.

  • English

    The generalized QR factorization, also known as GQR factorization, is a method that simultaneously transforms two matrices A and B in a triangular form. In this paper, we show the application of GQR factorization in solving linear equality-constrained least square problems; in addition, we explain how to use GQR factorization for solving quaternion least-square problems through the matrix representation of quaternions.

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