Towards A Backward Perturbation Analysis For Data Least Squares Problems

DOI10.1137/060668626zbMath1176.65047OpenAlexW2003932853MaRDI QIDQ3642832

Xiao-Wen Chang, Christopher C. Paige, Gene H. Golub

Publication date: 6 November 2009

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060668626

zbMATH Keywords

stopping criterianumerical examplesasymptotic estimateiterative methodsnumerical stabilityperturbation analysisbackward errorsdata least squares

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50)

Related Items

Backward perturbation analysis for scaled total least-squares problems ⋮ Linearization estimates of the backward errors for least squares problems