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On the Stability of the Direct Elimination Method for Equality Constrained Least Squares Problems

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Abstract

A backward error analysis of the direct elimination method for linear equality constrained least squares problems is presented. It is proved that the solution computed by the method is the exact solution of a perturbed problem and bounds for data perturbations are given. The numerical stability of the method is related to the way in which the constraints are used to eliminate variables and these theoretical conclusions are confirmed by a numerical example.

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Authors and Affiliations

  1. Dipartimento di Matematica Università di Modena e Reggio Emilia Via Campi 213/B I-41100 Modena Italy e-mail: galligani@unimo.it zanniluca@unimo.it, , , , , , IT

    Emanuele Galligani & Luca Zanni

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  1. Emanuele Galligani
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  2. Luca Zanni
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Received February 15, 1999; revised December 10, 1999

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Galligani, E., Zanni, L. On the Stability of the Direct Elimination Method for Equality Constrained Least Squares Problems. Computing 64, 263–277 (2000). https://doi.org/10.1007/s006070050046

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  • DOI: https://doi.org/10.1007/s006070050046

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