Orthonormal and nonorthonormal least squares approximation of a function subject to linear equality constraints

This correspondence describes a method for finding a least squares approximation for a function subject to linear equality constraints. Provided the number of constraints is reasonably small, the proposed technique overcomes the usual numerical difficulties associated with the inversion of ill-conditioned matrices. The dimensionality of a class of problems has been reduced by introducing some generalized concepts and using complex Lagrange multipliers.