Perturbation bounds for the least squares problem
type: Item
instance of: scholarly article
title: Perturbation bounds for the least squares problem
zbMATH Open document ID: 0877.15005
DOI: 10.1007/BF02366509
author: A. N. Khimich
published in: Cybernetics and Systems Analysis
publication date: 1997-08-24T00:00:00Z
review text: The article investigates the effect of perturbations in \(A\) and \(b\) on the normal pseudosolution of the least squares problem \(Ax\simeq b\) without any constraints on the ranks of the original and the perturbed problem. The normal pseudosolution of the original problem is approximated by the orthogonal projection of the normal pseudosolution of the perturbed problem on the corresponding subspace of principal singular vectors. The error is estimated using singular value decomposition.
Mathematics Subject Classification ID: 15A09
Mathematics Subject Classification ID: 15A06
Mathematics Subject Classification ID: 65F20
zbMATH DE Number: 1051103
zbMATH Keywords: perturbation bounds
zbMATH Keywords: normal pseudosolution
zbMATH Keywords: least squares problem
zbMATH Keywords: singular value decomposition
MaRDI profile type: Publication
cites work: Q3677049
cites work: Perturbation bounds in connection with singular value decomposition
cites work: Q3323137
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description: scientific article; zbMATH DE number 1051103