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

Authors

  • Huaian Diao & Tongyu Zhou

DOI:

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

Keywords:

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

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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Published

2019-03-26

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Issue

Vol. 9 No. 2 (2019)

Section

Articles