A backward error analysis of a null space algorithm in sparse quadratic programming (Q2784355)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A backward error analysis of a null space algorithm in sparse quadratic programming |
scientific article; zbMATH DE number 1732249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A backward error analysis of a null space algorithm in sparse quadratic programming |
scientific article; zbMATH DE number 1732249 |
Statements
23 April 2002
0 references
augmented systems
0 references
sparse matrices
0 references
Gaussian factorization
0 references
backward stability
0 references
numerical examples
0 references
roundoff error analysis
0 references
null space method
0 references
quadratic programming
0 references
pivoting LU factorization
0 references
algorithm
0 references
electrical networks
0 references
A backward error analysis of a null space algorithm in sparse quadratic programming (English)
0 references
A detailed roundoff error analysis of a null space method for solving the augmented system resulted from quadratic programming problems is presented. The null space method combines the use of a pivoting LU factorization of the constraints with an iterative solver on the corresponding null space. The results show that the null space algorithm is backward stable and has good applicability in the sparse case. An interesting example resulted from the modeling of electrical networks is presented.
0 references
