Linearized estimate of the backward error for the equality constrained indefinite least squares problem

2018/01/29 by Huaian Diao, Tong-Yu Zhou, Diao, Huai-An +1
Mathematics · Engineering · #Numerical methods in inverse problems #Statistical and numerical algorithms #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.1801.09366

Abstract

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.

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