Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights (Q946708): Difference between revisions

The authors review the theory of weighted pseudoinversion as applied to analyzing the properties of weighted pseudoinverse matrices and weighted normal pseudosolutions, deriving and studying the representations and expansions of weighted pseudoinverse matrices, and using them to set up and analyze regularized problems and iterative methods of calculating weighted pseudoinverses and weighted pseudosolutions, as well as solution of constrained least-squares problems. The first part of the paper deals with weighted pseudoinversion with positive definite weights. [For part II see ibid. 2008, No.~3, 75--102 (2008; Zbl 1155.65030), reviewed below.]