Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted $QR$ Factorization

DOI10.1137/S0895479893246029zbMath0833.65035OpenAlexW2042062003MaRDI QIDQ4835419

Mårten Gulliksson

Publication date: 14 March 1996

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479893246029

zbMATH Keywords

error boundslinear least squares problemrounding errorsbackward error analysisorthogonal transformationsGauss transformationsnorm invarianceweighted \(QR\) factorization

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

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