Backward Stability Analysis of Weighted Linear Least-Squares Problems

Chi-Ye Wu () and Ting-Zhu Huang ()
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Chi-Ye Wu: Jinan University
Ting-Zhu Huang: University of Electronic Science and Technology of China

Journal of Optimization Theory and Applications, 2014, vol. 162, issue 1, No 17, 303-312

Abstract: Abstract 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.

Keywords: Linear least-squares problems; Indefinite linear least-squares problems; Weighted linear least-squares problems; Backward stability (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10957-013-0463-9

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