Stability of the MGS-like elimination method for equality constrained least squares problems  

作　　者：刘巧华 

机构地区：[1]Department of Mathematics,College of Sciences,Shanghai University

出　　处：《Journal of Shanghai University(English Edition)》2009年第3期213-218,共6页上海大学学报（英文版）

基　　金：supported by the Shanghai Leading Academic Discipline Project (Grant No.J50101)

摘　　要：This paper proves that the weighting method via modified Gram-Schmidt（MGS） for solving the equality constrained least squares problem in the limit is equivalent to the direct elimination method via MGS（MGS-elimination method）. By virtue of this equivalence, the backward and forward roundoff error analysis of the MGS-elimination method is proved. Numerical experiments are provided to verify the results.This paper proves that the weighting method via modified Gram-Schmidt（MGS） for solving the equality constrained least squares problem in the limit is equivalent to the direct elimination method via MGS（MGS-elimination method）. By virtue of this equivalence, the backward and forward roundoff error analysis of the MGS-elimination method is proved. Numerical experiments are provided to verify the results.

关 键 词：equality constrained least squares elimination method modified Gram-Schmidt （MGS） column pivoting roundoff error 

分 类 号：O241.5[理学—计算数学] F832.5[理学—数学]