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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 3, Pages 422–430 (Mi zvmmf19)  
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
Full-text PDF (957 kB) Citations (16)
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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
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 3, Pages 409–417
DOI: https://doi.org/10.1134/S0965542509030038
Bibliographic databases:
Document Type: Article
UDC: 519.61
Language: Russian
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
Citation in format AMSBIB
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    • This publication is cited in the following 16 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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