Estimates of Optimal Backward Perturbations for Linear Least Squares Problems∗
نویسندگان
چکیده
Numerical tests are used to validate a practical estimate for the optimal backward errors of linear least squares problems. This solves a thirty-year-old problem suggested by Stewart and Wilkinson.
منابع مشابه
Backward Error Bounds for Constrained Least Squares Problems ∗
We derive an upper bound on the normwise backward error of an approximate solution to the equality constrained least squares problem minBx=d ‖b − Ax‖2. Instead of minimizing over the four perturbations to A, b, B and d, we fix those to B and d and minimize over the remaining two; we obtain an explicit solution of this simplified minimization problem. Our experiments show that backward error bou...
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