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

DOI10.1016/j.laa.2020.07.020zbMath1453.65079OpenAlexW3044740813MaRDI QIDQ2197278

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

linear least-squares problembackward error analysis

Mathematics Subject Classification ID

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

Uses Software

• LSQR
• mctoolbox
• VanHuffel
• CRAIG

Cites Work

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• Simple backward error bounds for linear least-squares problems
• Sharp uniform convexity and smoothness inequalities for trace norms
• Estimation of optimal backward perturbation bounds for the linear least squares problem
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Backward Perturbation Bounds for Linear Least Squares Problems
• Accuracy and Stability of Numerical Algorithms
• 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
• 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

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