Simple backward error bounds for linear least-squares problems

DOI10.1016/J.LAA.2013.03.007MaRDI QIDQ389595zbMATH OpenOpenAlexFDO

Authors Serge Gratton, Pavel Jiránek, David Titley-Peloquin

Publication date 21 January 2014

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

Full work available at URL https://doi.org/10.1016/j.laa.2013.03.007

zbMATH Keywords

numerical examplesiterative algorithmslinear least squaresnormwise backward error

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cites work

• scientific article; zbMATH DE number 3633692 (Why is no real title available?)
• Accuracy and Stability of Numerical Algorithms
• Backward Perturbation Bounds for Linear Least Squares Problems
• Blendenpik: Supercharging LAPACK's Least-Squares Solver
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Estimating the Backward Error in LSQR
• Estimation of optimal backward perturbation bounds for the linear least squares problem
• Faster least squares approximation
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• New Fast Algorithms for Structured Linear Least Squares Problems
• On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
• Optimal backward perturbation bounds for the linear least squares problem
• Stopping Criteria for the Iterative Solution of Linear Least Squares Problems

Cited in

(11)

• Estimating the Backward Error in LSQR
• On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
• Error bounds for computed least squares estimators
• Estimating the backward error for the least-squares problem with multiple right-hand sides
• scientific article; zbMATH DE number 2094781 (Why is no real title available?)
• LSMB: minimizing the backward error for least-squares problems
• Linearization estimates of the backward errors for least squares problems.
• Bounds for an estimate of the optimal backward error for linear least squares problems
• scientific article; zbMATH DE number 1786285 (Why is no real title available?)
• scientific article; zbMATH DE number 4189026 (Why is no real title available?)
• scientific article; zbMATH DE number 2113217 (Why is no real title available?)

Describes a project that uses

Uses Software

• LSQR
• mctoolbox
• Blendenpik
• LSMR
• CRAIG

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