Error analysis of an algorithm for equality-constrained quadratic programming problems (Q2365379): Difference between revisions

Using backward error analysis the numerical stability of an orthogonal factorization method for linear equality-constrained quadratic programming problems is studied. In order to obtain bounds for inherent and algorithmic error a perturbation formula is considered. Backward error analysis of the computing method is developed and the numerical stability is also analyzed experimentally on a class of test problems.