Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted $QR$ Factorization
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Publication:4835419
DOI10.1137/S0895479893246029zbMath0833.65035OpenAlexW2042062003MaRDI QIDQ4835419
Publication date: 14 March 1996
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479893246029
error boundslinear least squares problemrounding errorsbackward error analysisorthogonal transformationsGauss transformationsnorm invarianceweighted \(QR\) factorization
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)
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