PUMA
Istituto di Matematica Applicata e Tecnologie Informatiche     
Arioli M. a. B. L. A Backward Error Analysis of a Null Space Algorithm in Sparse Quadratic Programming. Technical report ercim.cnr.ian//1999-1150, 1999.
 
 
Abstract
(English)
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 $LU$ 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.
Subject Augmented systems, sparse matrices, Gaussian factorization, roundoff
65F05, 65F10, 64F25, 65F50, 65G05


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