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Backward error bounds for constrained least squares problems

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Publication:1293243
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DOI10.1023/A:1022385611904zbMath0930.65040OpenAlexW2127345882MaRDI QIDQ1293243

Anthony J. Cox, Nicholas J. Higham

Publication date: 16 February 2000

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022385611904

zbMATH Keywords

upper boundnumerical examplesbackward error boundsbackward stabilityoverdetermined systemsequality constrained least squares problem


Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)


Related Items

Backward error and condition number analysis for the indefinite linear least squares problem, Condition numbers and backward perturbation bound for linear matrix equations, Stopping rules and backward error analysis for bound-constrained optimization, A new technique of quaternion equality constrained least squares problem, On Iterative Solution of the Extended Normal Equations, Bivariate least squares approximation with linear constraints, Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems, Linearization estimates of the backward errors for least squares problems


Uses Software

  • LAPACK
  • mctoolbox
  • GQTPAR
  • testmatrix


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