BACKWARD ERROR ANALYSIS FOR THE CONSTRAINED AND WEIGHTED LINEAR LEAST-SQUARES PROBLEM WHEN USING THE WEIGHTED QR FACTORIZATION

被引：14

作者：

GULLIKSSON, M

机构：

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1995年 / 16卷 / 02期

关键词：

ROUNDING ERRORS; LEAST SQUARES; QR FACTORIZATION; WEIGHTS;

D O I：

10.1137/S0895479893246029

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Backward errors are derived for the solution of the constrained and weighted linear least squares problem when using the weighted QR factorization with column pivoting, [SIAM J. Matrix Anal. Appl., 13 (1992), pp, 1298-1313]. On the way to achieving this goal we attain a detailed description of the errors produced when using our M-invariant reflections.

引用

页码：675 / 687

页数：13

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