Stability of the MGS-like elimination method for equality constrained least squares problems

DOI10.1007/S11741-009-0304-1MaRDI QIDQ3572646zbMATH OpenOpenAlexFDO

Authors Qiaohua Liu

Publication date 8 July 2010

Published in Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11741-009-0304-1

zbMATH Keywords

column pivotingelimination methodequality constrained least squaresmodified Gram-Schmidtnumerical experimentsroundoff error

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50)

Recommendations

• On the stability of the direct elimination method for equality constrained least squares problems
• A hyperbolic MGS elimination method for solving the equality constrained indefinite least squares problem
• On direct elimination methods for solving the equality constrained least squares problem
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem
• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
• Accuracy and stability of the null space method for solving the equality constrained least squares problem
• Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
• A structurally backward stable algorithm for solving the indefinite least squares problem with equality constraints
• Iterative Methods for Equality-Constrained Least Squares Problems
• On the perturbation of least squares problems with equality constraints

Cites work

• A numerically stable block modified Gram-Schmidt algorithm solving stiff weighted least squares problems
• Algebraic properties of the rank-deficient equality-constrained and weighted least squares problems
• Forward roundoff error analysis of the LU and Cholesky factorizations
• scientific article; zbMATH DE number 846277 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
• On the modified Gram-Schmidt algorithm for weighted and constrained linear least squares problems
• On the weighting method for least squares problems with linear equality constraints
• Roundoff error estimates of the modified Gram-Schmidt algorithm with column pivoting
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem

Cited in

(9)

• Accuracy and stability of the null space method for solving the equality constrained least squares problem
• On the stability of the direct elimination method for equality constrained least squares problems
• An algorithm based on QSVD for the quaternion equality constrained least squares problem
• A real structure-preserving algorithm based on the quaternion QR decomposition for the quaternion equality constrained least squares problem
• Four-dimensional compact manifolds with nonnegative biorthogonal curvature
• A hyperbolic MGS elimination method for solving the equality constrained indefinite least squares problem
• Row-Wise Backward Stable Elimination Methods for the Equality Constrained Least Squares Problem
• On direct elimination methods for solving the equality constrained least squares problem
• Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES

Describes a project that uses

Uses Software

• mctoolbox

This page was built for publication: Stability of the MGS-like elimination method for equality constrained least squares problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3572646)