Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted $QR$ Factorization
- 1 April 1995
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 16 (2) , 675-687
Abstract
Backward errors are derived for the solution of the constrained and weighted linear least squares problem when using the weighted $QR$ factorization with column pivoting, [SIAM J. Matrix Anal. Appl., 13 (1992), pp. 1298–1313]. On the way to achieving this goal we attain a detailed description of the errors produced when using our M-invariant reflections.
Keywords
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