Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems (Q1070768)
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| Language | Label | Description | Also known as |
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| English | Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems |
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Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems (English)
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1985
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The G-algorithm of \textit{E.H. Bareiss} [SIAM J. Algebraic Discrete Methods (to appear)] for solving the weighted linear least squares problem is studied. The error analysis of this algorithm presented here is shown to be as stable as any of the standard orthogonal decomposition methods for solving least squares problems.
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G-algorithm
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weighted linear least squares problem
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error analysis
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orthogonal decomposition methods
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