A Variational Equation and Lower Bound for the Linear Least-Squares Backward Error
Numerical Analysis
2026-05-12 v1 Numerical Analysis
Abstract
This paper derives a new variational equation for the linear least-squares backward error by expressing the backward error in terms of a generalized eigenvalue problem and using results from indefinite linear algebra. For problems with multiple right-hand sides, the variational equation also shows that the backward error can be decomposed as a sum of smaller backward error problems. Applications to stopping criteria for iterative methods are considered, and a new sketching-based lower bound is proposed which is provably of quality comparable to the sketched Karlson-Wald\'{e}n estimate.
Cite
@article{arxiv.2605.09211,
title = {A Variational Equation and Lower Bound for the Linear Least-Squares Backward Error},
author = {Eric Hallman},
journal= {arXiv preprint arXiv:2605.09211},
year = {2026}
}