Accurate Solution of Structured Least Squares Problems via Rank-Revealing Decompositions

DOI10.1137/12088642XzbMath1296.65060OpenAlexW1983997964MaRDI QIDQ2866227

Froilán M. Dopico, Johan Ceballos, Nieves Castro-González, Juan M. Molera

Publication date: 13 December 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/12088642x

zbMATH Keywords

algorithmnumerical experimentleast squares problemsspectral condition numberMoore-Penrose pseudoinversestructured matricesmultiplicative perturbation theoryCauchy matrixill-conditionedaccurate solutionsrank revealing decompositions

Mathematics Subject Classification ID

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

Related Items (16)

Multiplicative perturbation theory of the Moore-Penrose inverse and the least squares problem ⋮ Norm Estimations for the Moore-Penrose Inverse of the Weak Perturbation of Hilbert C ∗-Module Operators ⋮ Vector Fitting for Matrix-valued Rational Approximation ⋮ New additive perturbation bounds of the Moore-Penrose inverse ⋮ Norm estimations for the Moore-Penrose inverse of the weak perturbation of matrices ⋮ Additive perturbations and multiplicative perturbations for the core inverse of bounded linear operator in Hilbert space ⋮ Computing singular value decompositions of parameterized matrices with total nonpositivity to high relative accuracy ⋮ Minimum Sobolev norm interpolation with trigonometric polynomials on the torus ⋮ Accurate singular values of a class of parameterized negative matrices ⋮ Perturbation bounds of generalized inverses ⋮ New multiplicative perturbation bounds of the Moore–Penrose inverse ⋮ Multiplicative perturbations of matrices and the generalized triple reverse order law for the Moore-Penrose inverse ⋮ Accurate solutions of weighted least squares problems associated with rank-structured matrices ⋮ A minimum Sobolev norm technique for the numerical discretization of PDEs ⋮ Convergence of Rump’s method for computing the Moore-Penrose inverse ⋮ Accurate Computation of Generalized Eigenvalues of Regular SR-BP Pairs

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