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CRAN: Package LSE

LSE: Constrained Least Squares and Generalized QR Factorization

The solution of equality constrained least squares problem (LSE) is given through four analytics methods (Generalized QR Factorization, Lagrange Multipliers, Direct Elimination and Null Space method). We expose the orthogonal decomposition called Generalized QR Factorization (GQR) and also RQ factorization. Finally some codes for the solution of LSE applied in quaternions.

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