Backward Stability Analysis of Weighted Linear Least-Squares Problems |
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| Authors: | Chi-Ye Wu Ting-Zhu Huang |
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| Institution: | 1. Jinan University, Shenzhen, Guangdong, 518053, P.R. China
2. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, P.R. China
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| Abstract: | A provably backward stable algorithm for the solution of weighted linear least-squares problems with indefinite diagonal weighted matrices is presented. However, a similar algorithm is not necessarily backward stable, when the weighted matrices are generalized saddle-point matrices. Thus, conditions are derived under which the algorithm is provably backward stable. |
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