A flexible condition number for weighted linear least squares problem and its statistical estimation

DOI10.1016/j.cam.2015.07.013zbMath1327.65089OpenAlexW1179796998MaRDI QIDQ495069

Hu Yang, Shaoxin Wang

Publication date: 9 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.cam.2015.07.013

zbMATH Keywords

condition numberFréchet derivativeweighted singular value decompositionweighted normSCE methodPCE method

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items

On condition numbers of the total least squares problem with linear equality constraint, On the partial condition numbers for the indefinite least squares problem, On condition numbers of quaternion matrix inverse and quaternion linear systems with multiple right-hand sides, Perturbation analysis for total least squares problems with linear equality constraint, A condition analysis of the weighted linear least squares problem using dual norms, On the condition number theory of the equality constrained indefinite least squares problem

Uses Software

• LSQR
• mctoolbox
• CRAIG

Cites Work

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