A note on the sensitivity of the solution of the weighted linear least squares problem.
type: Item
instance of: scholarly article
title: A note on the sensitivity of the solution of the weighted linear least squares problem.
zbMATH Open document ID: 1034.65023
DOI: 10.1016/S0096-3003(02)00502-7
author: Jun Ji
author: Yimin Wei
published in: Applied Mathematics and Computation
publication date: 2003-11-25T00:00:00Z
review text: The paper is an extension of the papers presented by \textit{J. Winkler} [Proceedings of the Fifth SIAM Conference on Applied Linear Algebra, SIAM, Philadelphia, 279--283 (1994; Zbl 0815.15004)] and by \textit{J.~Ji} and \textit{A. Lazari} [A note on the sensitivity of the solution of the linear least squares problem. Georgia J.~Sci. 56, 99--102 (1998)], where sharp lower and upper bounds of the sensitivity \(S(x,b) = \text{(relative error in }x\))
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 15A12
Mathematics Subject Classification ID: 65F35
zbMATH DE Number: 2008983
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: weighted least squares problem
zbMATH Keywords: error bounds
reviewed by: Michael Jung
MaRDI profile type: Publication
cites work: Q4061081
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description: scientific article; zbMATH DE number 2008983