ESTIMATES OF THE ROUNDOFF ERROR IN THE SOLUTION OF A SYSTEM OF CONDITIONAL EQUATIONS

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Abstract:

The paper compares the roundoff error in the least-squares solution of a system of conditional equations Axf by two different methods, using backward error analysis. The first one entails solving the normal equations A sup TAx A sup Tf and the second is one proposed by Faddeev, Faddeeva, and Kublanovskaya in 1966. This latter method involves multiplying the system by othogonal matrices to transform the matrix A into upper triangular form.

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