Report Number: CS-TR-70-164
Institution: Stanford University, Department of Computer Science
Title: "Estimates of the Roundoff Error in the Solution of a System
of Conditional Equations" by V. I. Gordonova
Author: Gordonova, V. I.
Author: Kaufman, Linda C.
Date: June 1970
Abstract: Using backward error analysis, this paper compares the
roundoff error in the least-squares solution of a system of
conditional equations Ax=f by two different methods. The
first one entails solving the normal equations $A^T$Ax=$A^T$f
and the second is one proposed by Faddeev, Faddeeva, and
Kublanovskaya in 1966. This latter method involves
multiplying the system by orthogonal matrices to transform
the matrix A into upper triangular form.
Translated by Linda Kaufman.