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Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems

Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems

Year:    2019

East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 2 : pp. 270–279

Abstract

We study normwise backward error estimates for the equality constrained indefinite least squares problem and introduce an explicit sub-optimal linearisation estimate. Numerical examples show the reliability and efficiency of the estimate presented.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.130518.170918

East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 2 : pp. 270–279

Published online:    2019-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Indefinite least squares equality constrained indefinite least squares problem normwise backward error linearisation estimate.

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