Stability of the MGS-like elimination method for equality constrained least squares problems

Abstract

This paper proves that the weighting method via modified Gram-Schmidt(MGS) for solving the equality constrained least squares problem in the limit is equivalent to the direct elimination method via MGS(MGS-elimination method). By virtue of this equivalence, the backward and forward roundoff error analysis of the MGS-elimination method is proved. Numerical experiments are provided to verify the results.