Backward Stability Analysis of Weighted Linear Least-Squares Problems
A provably backward stable algorithm for the solution of weighted linear least-squares problems with indefinite diagonal weighted matrices is presented. However, a similar algorithm is not necessarily backward stable, when the weighted matrices are generalized saddle-point matrices. Thus, conditions are derived under which the algorithm is provably backward stable.
backward stability weighted linear least-squares problems linear least-squares problems indefinite linear least-squares problems