Backward Stability Analysis of Weighted Linear Least-Squares Problems

被引：2

作者：

Wu, Chi-Ye ^{[1
]}

Huang, Ting-Zhu ^{[2
]}

机构：

[1] Jinan Univ, Shenzhen 518053, Guangdong, Peoples R China

[2] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu 610054, Sichuan, Peoples R China

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2014年 / 162卷 / 01期

关键词：

Linear least-squares problems; Indefinite linear least-squares problems; Weighted linear least-squares problems; Backward stability; PERTURBATION BOUNDS;

D O I：

10.1007/s10957-013-0463-9

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A provably backward stable algorithm for the solution of weighted linear least-squares problems with indefinite diagonal weighted matrices is presented. However, a similar algorithm is not necessarily backward stable, when the weighted matrices are generalized saddle-point matrices. Thus, conditions are derived under which the algorithm is provably backward stable.

引用

页码：303 / 312

页数：10

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