A backward error analysis of the direct elimination method for linear equality constrained least squares problems is presented. It is proved that the solution computed by the method is the exact solution of a perturbed problem and bounds for data perturbations are given. The numerical stability of the method is related to the way in which the constraints are used to eliminate variables and these theoretical conclusions are confirmed by a numerical example.
On the stability of the direct elimination method for equality constrained least squares problems / Galligani, Emanuele; Zanni, Luca. - In: COMPUTING. - ISSN 0010-485X. - STAMPA. - 64:(2000), pp. 263-277. [10.1007/s006070050046]
On the stability of the direct elimination method for equality constrained least squares problems
GALLIGANI, Emanuele;ZANNI, Luca
2000
Abstract
A backward error analysis of the direct elimination method for linear equality constrained least squares problems is presented. It is proved that the solution computed by the method is the exact solution of a perturbed problem and bounds for data perturbations are given. The numerical stability of the method is related to the way in which the constraints are used to eliminate variables and these theoretical conclusions are confirmed by a numerical example.Pubblicazioni consigliate
I metadati presenti in IRIS UNIMORE sono rilasciati con licenza Creative Commons CC0 1.0 Universal, mentre i file delle pubblicazioni sono rilasciati con licenza Attribuzione 4.0 Internazionale (CC BY 4.0), salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris