Condition numbers for the K-weighted pseudoinverse and their statistical estimation
DOI10.1080/03081087.2019.1618235zbMath1467.65036OpenAlexW2946448694MaRDI QIDQ5858689
Mahvish Samar, Hanyu Li, Yi-Min Wei
Publication date: 14 April 2021
Published in: Linear and Multilinear Algebra (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03081087.2019.1618235
mixed and componentwise condition numbersnormwise condition numberprobabilistic spectral norm estimatorsmall-sample statistical condition estimation\(K\)-weighted pseudoinverse
Numerical solutions to overdetermined systems, pseudoinverses (65F20) 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)
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