The use of QR factorization in sparse quadratic programming and backward error issues

被引：15

作者：

Arioli, M ^{[1
]}

机构：

[1] CNR, Ist Anal Numer, I-27100 Pavia, Italy

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2000年 / 21卷 / 03期

关键词：

augmented systems; sparse matrices; orthogonal factorization; roundoff;

D O I：

10.1137/S0895479898338147

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We present a roundoff error analysis of a null space method for solving quadratic programming minimization problems. This method combines the use of a direct QR factorization of the constraints with an iterative solver on the corresponding null space. Numerical experiments are presented which give evidence of the good performances of the algorithm on sparse matrices.

引用

页码：825 / 839

页数：15

共 35 条

[1]

ARIOLI M, 1999, 1150 IANCNR

[2]

BALDINI L, 1997, THESIS U PAVIA PAVIA

[3] ITERATIVE METHODS FOR EQUALITY-CONSTRAINED LEAST-SQUARES PROBLEMS [J].