This paper proves that the weighting method via modified Gram-Schmidt（MGS） for solving the equality constrained least squares problem in the limit is equivalent to the direct elimination method via MGS（MGS-eliminat...This paper proves that the weighting method via modified Gram-Schmidt（MGS） for solving the equality constrained least squares problem in the limit is equivalent to the direct elimination method via MGS（MGS-elimination method）. By virtue of this equivalence, the backward and forward roundoff error analysis of the MGS-elimination method is proved. Numerical experiments are provided to verify the results.展开更多
基金supported by the Shanghai Leading Academic Discipline Project (Grant No.J50101)
文摘This paper proves that the weighting method via modified Gram-Schmidt（MGS） for solving the equality constrained least squares problem in the limit is equivalent to the direct elimination method via MGS（MGS-elimination method）. By virtue of this equivalence, the backward and forward roundoff error analysis of the MGS-elimination method is proved. Numerical experiments are provided to verify the results.
