A note on the sensitivity of the solution of the weighted linear least squares problem.

DOI10.1016/S0096-3003(02)00502-7zbMath1034.65023MaRDI QIDQ1412461

Jun Ji, Yi-Min Wei

Publication date: 25 November 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysiserror boundsweighted least squares problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items (6)

Interval iterative methods for computing Moore-Penrose inverse ⋮ Existence and uniqueness of weighted pseudoinverses with nonsingular indefinite weights ⋮ Existence and uniqueness of weighted normal pseudosolutions ⋮ Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights ⋮ Expansions of weighted pseudoinverses with mixed weights into matrix power series and power products ⋮ Iterative methods to calculate weighted pseudoinverses with mixed weights

Cites Work

• Expression for the perturbation of the weighted Moore-Penrose inverse
• Perturbation identities for regularized Tikhonov inverses and weighted pseudo- inverses
• The representation and approximation for the weighted Moore-Penrose inverse
• The weighted Moore-Penrose inverse of modified matrices
• Generalizing the Singular Value Decomposition
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