Estimation of optimal backward perturbation bounds for the linear least squares problem

BIT Numerical Mathematics

Volumn 37, Issue 4, 1997, Pages 862-869

  Karlson, Rune ^a   Waldén, Bertil ^b  

^a SWEDISH NATIONAL ROAD AND TRANSPORT RESEARCH INSTITUTE   (Sweden)

^b LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Backward perturbations; Linear least squares

Indexed keywords

EID: 0012031083     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02510356     Document Type: Article

References (6)

1. G. H. Golub and C. F. Van Loan, Matrix Computations, 2nd edition, The Johns Hopkins University Press, Baltimore, Maryland, 1989.
2. N. J. Higham, Accuracy and Stability of Numerical Algorithms, SIAM, Philadelphia, PA, 1996.
3. J.-G. Sun, Optimal backward perturbation bounds for the linear least-squares problem with multiple right-hand sides, IMA J. Numer. Anal., 16 (1996), pp. 1-11.
4. J.-G. Sun and Zheng Sun, Optimal backward perturbation bounds for underdetermined systems, SIAM J. Matrix Anal. Appl., 18 (1997), pp. 393-402.
5. B. Waldén, R. Karlson, and J.-G. Sun, Optimal backward perturbation bounds for the linear least squares problem, Numerical Linear Algebra with Application, 2:3 (1995), pp. 271-286.
6. P. Å. Wedin, Private communications.