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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 3, Pages 422–430
(Mi zvmmf19)
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This article is cited in 16 scientific papers (total in 16 papers)
Error estimation for a weighted minimum-norm least squares solution with positive definite weights
E. A. Nikolaevskaya, A. N. Khimich Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, pr. Akademika Glushkova 40, Kiev, 03680, Ukraine
Abstract:
The weighted least squares problem is considered. Given a generally inconsistent system of linear algebraic equations, error estimates are obtained for its weighted minimum-norm least squares solution under perturbations of the matrix and the right-hand side, including the case of rank modifications of the perturbed matrix.
Key words:
weighted least squares problem, error estimates, weighted minimum-norm least squares solution, weighted matrix pseudoinverse, weighted condition number, weighted singular value decomposition.
Received: 26.07.2007 Revised: 20.05.2008
Citation:
E. A. Nikolaevskaya, A. N. Khimich, “Error estimation for a weighted minimum-norm least squares solution with positive definite weights”, Zh. Vychisl. Mat. Mat. Fiz., 49:3 (2009), 422–430; Comput. Math. Math. Phys., 49:3 (2009), 409–417
Linking options:
https://www.mathnet.ru/eng/zvmmf19 https://www.mathnet.ru/eng/zvmmf/v49/i3/p422
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Abstract page: | 435 | Full-text PDF : | 166 | References: | 67 | First page: | 2 |
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