Verified bounds for least squares problems and underdetermined linear systems

Publikationstyp
Journal Article
Publikationsdatum
2012-01-13
Sprache
English
Author
Rump, Siegfried M. orcid-logo
Institut
Zuverlässiges Rechnen E-19 
TORE-URI
http://hdl.handle.net/11420/7918
Enthalten in
SIAM journal on matrix analysis and applications 
Volume
33
Issue
1
Start Page
130
End Page
148
Citation
SIAM Journal on Matrix Analysis and Applications 1 (33): 130-148 (2012-06-04)
Publisher DOI
10.1137/110840248
Scopus ID
2-s2.0-84861642056
Publisher
Soc.
New algorithms are presented for computing verified error bounds for least squares problems and underdetermined linear systems. In contrast to previous approaches the new methods do not rely on normal equations and are applicable to sparse matrices. Computational results demonstrate that the new methods are faster than existing ones. © 2012 Society for Industrial and Applied Mathematics.
Schlagworte
Extra-precise residual evaluation
INTLAB
Least squares problems
Normal equations
Underdetermined linear system
DDC Class
004: Informatik
510: Mathematik