A hyperbolic MGS elimination method for solving the equality constrained indefinite least squares problem
Qiaohua Liu · Yingyong shuxue yu jisuan shuxue xuebao · 2011
It is well known that the method of weighting is an alternative method to solve the equality constrained indefinite least squares(ILSE) problem.Based on this observation,a type of elimination method is given by applying the hyperbolic modified Gram-Schmidt to the equivalent weighted problem and taking the limit analytically.Numerical experiments show that the method obtained can be as accurate as the GHQR method of Bojanczyk,et al.,but requires half operations of the GHQR method.