Simple backward error bounds for linear least-squares problems
DOI10.1016/J.LAA.2013.03.007zbMATH Open1281.65065OpenAlexW2062278821MaRDI QIDQ389595FDOQ389595
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
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Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)
Cites Work
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Faster least squares approximation
- Accuracy and Stability of Numerical Algorithms
- Optimal backward perturbation bounds for the linear least squares problem
- Estimation of optimal backward perturbation bounds for the linear least squares problem
- Estimating the Backward Error in LSQR
- Blendenpik: Supercharging LAPACK's Least-Squares Solver
- Stopping Criteria for the Iterative Solution of Linear Least Squares Problems
- Title not available (Why is that?)
- New Fast Algorithms for Structured Linear Least Squares Problems
- Backward Perturbation Bounds for Linear Least Squares Problems
- On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
Cited In (11)
- Error bounds for computed least squares estimators
- Title not available (Why is that?)
- Linearization estimates of the backward errors for least squares problems.
- On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
- Title not available (Why is that?)
- LSMB: minimizing the backward error for least-squares problems
- Bounds for an estimate of the optimal backward error for linear least squares problems
- Estimating the Backward Error in LSQR
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the backward error for the least-squares problem with multiple right-hand sides
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