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摘要
The equality constrained indefinite least squares problem involves the minimization of an indefinite quadratic form subject to a linear equality constraint. In this paper, we study this problem and present a numerical method that is proved to be backward stable in a strict sense, i.e., that the computed solution satisfies a slightly perturbed equality constrained indefinite least squares problem. We also perform a sensitivity analysis of this problem and derive bounds for the accuracy of the computed solution. We give several numerical experiments to illustrate these results.
- 出版日期2015-1
