On the stability of the direct elimination method for equality constrainedleast squares problems

Authors
Galligani, E Zanni, L
Citation
E. Galligani et L. Zanni, On the stability of the direct elimination method for equality constrainedleast squares problems, COMPUTING, 64(3), 2000, pp. 263-277
Citations number
13
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTING
ISSN journal
0010485X → ACNP
Volume
64
Issue
3
Year of publication
2000
Pages
263 - 277
Database
ISI
SICI code
0010-485X(2000)64:3<263:OTSOTD>2.0.ZU;2-0
Abstract
A backward error analysis of the direct elimination method for linear equal ity constrained least squares problems is presented. It is proved that the solution computed by the method is the exact solution of a perturbed proble m and bounds for data perturbations are given. The numerical stability of t he method is related to the way in which the constraints are used to elimin ate variables and these theoretical conclusions are confirmed by a numerica l example.