arXiv · 2605.09211
A Variational Equation and Lower Bound for the Linear Least-Squares Backward Error
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.
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Eric Hallman. 2026-05-09. A Variational Equation and Lower Bound for the Linear Least-Squares Backward Error. https://arxiv.org/abs/2605.09211
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