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Error analysis of null space algorithm for linear equality constrained least squares problems

Fehleranalyse des Nullraum-Algorithmus für Ausgleichsprobleme mit linearen Gleichungs-Nebenbedingungen

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Abstract

The numerical stability of the null space method [2], [7] for linear least-squares problems with linear equality constraints is studied using a backward error analysis. A class of test problems is also considered in order to show experimentally the behaviour of the method.

Zusammenfassung

Die numerische Stabilität des Nullraum-Verfahrens [2], [7] für lineare Ausgleichsprobleme mit linearen Gleichungs-Nebenbedingungen wird einer Rückwärtsanalyse unterzogen. An Hand einer Klasse von Testproblemen wird experimentell das Verhalten des Verfahrens dargestellt.

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Authors and Affiliations

  1. Dipartimento di Matematica Pura ed Applicata “G. Vitali”, Università degli Studi di Modena, Via Campi, 213/B, I-41100, Modena, Italy

    E. Galligani &  A. Laratta

Authors
  1. E. Galligani
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  2. A. Laratta
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Additional information

Work supported by M.U.R.S.T. 40% projectAnalisi Numerica e Matematica Computazionale and I.E.I.-C.N.R. Pisa.

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Galligani, E., Laratta, A. Error analysis of null space algorithm for linear equality constrained least squares problems. Computing 52, 161–176 (1994). https://doi.org/10.1007/BF02238074

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  • DOI: https://doi.org/10.1007/BF02238074

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