Unattainability of A Perturbation Bound for Indefinite Linear Least Squares Problems

Details Unattainability of A Perturbation Bound for Indefinite Linear Least Squares Problems Unattainability of A Perturbation Bound for Indefinite Linear Least Squares Problems

2010-04-27

arxiv.org/abs/1004.4921v5

Mathematics

Numerical Analysis

9 pages

Scientific paper

Contrary to an assumption made by Bojanczyk, Higham, and Patel [SIAM J. Matrix Anal. Appl., 24(4):914-931, 2003], a perturbation bound for indefinite least square problems is capable of arbitrarily large overestimates for all perturbations of some problems. For these problems, the hyperbolic QR factorization algorithm is not proved to be forward stable because the error bound systematically overestimates the solution error of backward stable methods.

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