Bounds for an estimate of the optimal backward error for linear least squares problems

被引：1

作者：

Su, Zheng ^{[1
]}

机构：

[1] Genentech Inc, San Francisco, CA 94080 USA

来源：

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 2011年 / 88卷 / 13期

关键词：

optimal backward error; least squares; Gauss quadrature; Lanczos tridiagonalization; PERTURBATION BOUNDS;

D O I：

10.1080/00207160.2011.555535

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Algorithms for calculating sequences of upper and lower bounds for an estimate of the optimal backward error for linear least squares problems are developed, based on the Gauss quadrature theory. Numerical results show that the bounds converge quickly and are therefore useful in practice.

引用

页码：2743 / 2751

页数：9

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