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Abstract: We derive an upper bound on the normwise backward error of an approximate solution to the equality constrained least squares problem minBx=d kb \Gamma Axk2 . Instead of minimizing over the four perturbations to A, b, B and d, we fix those to B and d and minimize over the remaining two; we obtain an explicit solution of this simplified minimization problem. Our experiments show that backward error bounds of practical use are obtained when B and d are chosen as the optimal normwise relative... (Update)
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BibTeX entry: (Update)
Anthony J. Cox and Nicholas J. Higham. Backward error bounds for constrained least squares problems. Numerical Analysis Report 321, Manchester Centre for Computational Mathematics, Manchester, England, April 1998. 20 pp. Submitted to BIT. http://citeseer.ist.psu.edu/article/cox99backward.html More
@techreport{ cox98backward,
author = "Anthony J. Cox and Nicholas J. Higham",
title = "Backward Error Bounds for Constrained Least Squares Problems",
number = "No. 321",
address = "Manchester, England",
pages = "20",
year = "1998",
url = "citeseer.ist.psu.edu/article/cox99backward.html" }
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