Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization
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Publication:4443780
DOI10.1137/S0895479802401497zbMath1036.65035WikidataQ56998813 ScholiaQ56998813MaRDI QIDQ4443780
Nicholas J. Higham, Harikrishna Patel, Adam W. Bojanczyk
Publication date: 18 January 2004
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479802401497
perturbation theory; numerical experiments; condition number; Cholesky factorizations; rounding error analysis; downdating; hyperbolic QR factorization; hyperbolic rotation; forward stability; indefinite least squares problem
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