On the Stability of the Direct Elimination Method for Equality Constrained Least Squares Problems

被引：0

作者：

Emanuele Galligani

Luca Zanni

机构：

[1] Dipartimento di Matematica Università di Modena e Reggio Emilia Via Campi 213/B I-41100 Modena Italy e-mail: galligani@unimo.it zanniluca@unimo.it,

来源：

Computing | 2000年 / 64卷

关键词：

AMS Subject Classifications: 65G05, 65K05, 90C20.; Key Words: Error analysis, constrained optimization, least squares problems, direct elimination method.;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A backward error analysis of the direct elimination method for linear equality constrained least squares problems is presented. It is proved that the solution computed by the method is the exact solution of a perturbed problem and bounds for data perturbations are given. The numerical stability of the method is related to the way in which the constraints are used to eliminate variables and these theoretical conclusions are confirmed by a numerical example.

引用

页码：263 / 277

页数：14

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