Linearized estimate of the backward error for the equality constrained indefinite least squares problem
arXiv:1801.093661 citationsh-index: 7
AI Analysis
Provides a practical error estimation tool for numerical analysts working on equality constrained indefinite least squares problems.
The paper derives a tight linearized estimate for the normwise backward error of the equality constrained indefinite least squares problem, with numerical examples confirming its effectiveness.
In this note, we concentrate on the backward error of the equality constrained indefinite least squares problem. For the normwise backward error of the equality constrained indefinite least square problem, we adopt the linearization method to derive the tight estimate for the exact backward normwise error. The numerical examples show that the linearization estimate is effective for the normwise backward errors.