Error analysis of algorithms for computing the projection of a point onto a linear manifold (Q1094093): Difference between revisions
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English | Error analysis of algorithms for computing the projection of a point onto a linear manifold |
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Error analysis of algorithms for computing the projection of a point onto a linear manifold (English)
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1986
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Given an \(n\times m\) matrix A and vectors \(b\in {\mathbb{R}}^ m\), \(p\in {\mathbb{R}}^ n\), the vector x with minimal distance to p is to be computed on the linear manifold \(\{A^ Tx=b\}\). The accumulation of rounding errors is studied for a modified Gram-Schmidt process, Householder, and Givens orthogonal factorization. If \(n\gg m\), then there is no substantial difference between Gram-Schmidt and the Householder method. On the other hand the Householder method is favorable if \(m\approx n\).
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projection of a point onto a linear manifold
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least distance problem
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projection
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Householder factorization
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accumulation of rounding errors
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Gram-Schmidt process
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Givens orthogonal factorization
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