Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems

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Abstract

We study normwise backward error estimates for the equality constrained indefinite least squares problem and introduce an explicit sub-optimal linearisation estimate. Numerical examples show the reliability and efficiency of the estimate presented.

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Indefinite least squares equality constrained indefinite least squares problem normwise backward error linearisation estimate.
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DOI

10.4208/eajam.130518.170918