Stability analysis of the method of seminormal equations for linear least squares problems

DOI10.1016/0024-3795(87)90101-7zbMath0616.65043OpenAlexW1986858853MaRDI QIDQ1821506

Åke Björck

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90101-7

zbMATH Keywords

stabilitylinear least squares problemQR-methodQR-factorizationiterative correctionseminormal equations

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (20)

A regularized interior-point method for constrained linear least squares ⋮ Rank-\(k\) modification methods for recursive least squares problems ⋮ Preconditioning Linear Least-Squares Problems by Identifying a Basis Matrix ⋮ Solution of augmented linear systems using orthogonal factorizations ⋮ Hierarchical orthogonal factorization: sparse least squares problems ⋮ Stability analysis of a general Toeplitz system solver ⋮ Numerical stability of GMRES ⋮ A direct method for sparse least squares problems with lower and upper bounds ⋮ Numerical behaviour of the modified Gram-Schmidt GMRES implementation ⋮ An algorithm and stability theory for downdating the ULV decomposition ⋮ Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ Curve fitting and identification of physical spectra ⋮ On the condition number of linear least squares problems in a weighted Frobenius norm ⋮ On Least Squares Problems with Certain Vandermonde--Khatri--Rao Structure with Applications to DMD ⋮ A note on iterative refinement for seminormal equations ⋮ Iterative refinement enhances the stability of \(QR\) factorization methods for solving linear equations ⋮ Randomized preprocessing of homogeneous linear systems of equations ⋮ Loss and retention of accuracy in affine scaling methods ⋮ Solving the linear least squares problem with very high relative accuracy ⋮ Component-wise perturbation analysis and error bounds for linear least squares solutions

Uses Software

• Matlab

Cites Work

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• Solution of sparse linear least squares problems using Givens rotations
• Error analysis of QR decompositions by Givens transformations
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• Variational Methods for Non-Linear Least-Squares
• On the Method of Weighting for Equality-Constrained Least-Squares Problems
• Iterative Refinement Implies Numerical Stability for Gaussian Elimination
• A Comparison of Some Methods for the Solution of Sparse Overdetermined Systems of Linear Equations
• Iterative refinement implies numerical stability
• An Error Analysis of a Method for Solving Matrix Equations
• Methods for Modifying Matrix Factorizations
• Iterative refinement of linear least squares solutions I
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Perturbation theory for pseudo-inverses

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