Abstract
The a posteriori estimate of the errors in the numerical solution of ill-conditioned linear systems with contaminated data is a complicated problem. Several estimates of the norm of the error have been recently introduced and analyzed, under the assumption that the matrix is square and nonsingular. In this paper we study the same problem in the case of a rectangular and, in general, rank-deficient matrix. As a result, a class of error estimates previously introduced by the authors (Brezinski et al., Numer Algorithms, in press, 2008) are extended to the least squares solution of consistent and inconsistent linear systems. Their application to various direct and iterative regularization methods are also discussed, and the numerical effectiveness of these error estimates is pointed out by the results of an extensive experimentation.
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This work was supported by MIUR under the PRIN grant no. 2006017542-003, and the University of Cagliari.
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Brezinski, C., Rodriguez, G. & Seatzu, S. Error estimates for the regularization of least squares problems. Numer Algor 51, 61–76 (2009). https://doi.org/10.1007/s11075-008-9243-2
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DOI: https://doi.org/10.1007/s11075-008-9243-2