Backward perturbation bounds for linear least squares problems

被引:20
|
作者
Gu, M [1 ]
机构
[1] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA
关键词
linear least squares problem; perturbation; stability;
D O I
10.1137/S0895479895296446
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Recently, Higham, Walden, Karlson, and Sun have provided formulas for computing the best backward perturbation bounds for the linear least squares problem. In this paper we provide several backward perturbation bounds that are easier to compute and optimal up to a factor less than 2. We also show that any least squares algorithm that is stable in the sense of Stewart is necessarily a backward stable algorithm. Our results make it possible to measure numerically the amount of accuracy in any alleged solution of a least squares problem.
引用
收藏
页码:363 / 372
页数:10
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