Estimating the backward error for the least-squares problem with multiple right-hand sides

DOI10.1016/J.LAA.2020.07.020MaRDI QIDQ2197278zbMATH OpenOpenAlexFDO

Authors Eric Hallman

Publication date 31 August 2020

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

Full work available at URL https://doi.org/10.1016/j.laa.2020.07.020

zbMATH Keywords

backward error analysislinear least-squares problem

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cites work

• Accuracy and Stability of Numerical Algorithms
• Backward Perturbation Bounds for Linear Least Squares Problems
• Estimation of optimal backward perturbation bounds for the linear least squares problem
• Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
• scientific article; zbMATH DE number 51511 (Why is no real title available?)
• scientific article; zbMATH DE number 3633692 (Why is no real title available?)
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
• On the Compatibility of a Given Solution With the Data of a Linear System
• Optimal backward perturbation bounds for the linear least squares problem
• Optimal backward perturbation bounds for the linear least-squares problem with multiple right-hand sides
• Sharp uniform convexity and smoothness inequalities for trace norms
• Simple backward error bounds for linear least-squares problems

Cited in

(4)

• scientific article; zbMATH DE number 1786285 (Why is no real title available?)
• scientific article; zbMATH DE number 2094781 (Why is no real title available?)
• On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
• Efficient estimate for the optimal backward error of the multidimensional total least squares

Describes a project that uses

Uses Software

• VanHuffel
• LSQR
• CRAIG
• mctoolbox

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