DGGLSE Methods |
The DGGLSE type exposes the following members.
Name | Description | |
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Run | Purpose ======= DGGLSE solves the linear equality-constrained least squares (LSE) problem: minimize || c - A*x ||_2 subject to B*x = d where A is an M-by-N matrix, B is a P-by-N matrix, c is a given M-vector, and d is a given P-vector. It is assumed that P .LE. N .LE. M+P, and rank(B) = P and rank( (A) ) = N. ( (B) ) These conditions ensure that the LSE problem has a unique solution, which is obtained using a generalized RQ factorization of the matrices (B, A) given by B = (0 R)*Q, A = Z*T*Q. |
Name | Description | |
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GetEnumNames | (Defined by General) | |
IsValidDouble | (Defined by General) |