Some topics on weighted Moore-Penrose inverse, weighted least squares and weighted regularized Tikhonov problems (Q1888517): Difference between revisions
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Revision as of 00:47, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some topics on weighted Moore-Penrose inverse, weighted least squares and weighted regularized Tikhonov problems |
scientific article |
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Some topics on weighted Moore-Penrose inverse, weighted least squares and weighted regularized Tikhonov problems (English)
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23 November 2004
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\textit{D. J. Higham} [Linear Algebra Appl. 214, 193--213 (1995; Zbl 0816.15004)] gave the definition and formulae of the condition number under the spectral and Frobenius matrix norms in \(\mathbb{R}^{m\times n}\). The present author extends these results to two weighted matrix norms in \(\mathbb{C}^{m\times n}\). Moreover, the nearness to rank deficiency is considered. The regularized weighted Tikhonov problem is studied based on a generalized weighted singular value decomposition.
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Condition number
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Generalized weighted singular value decomposition
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Nearness to rank deficiency
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Structured condition number
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Weighted Moore--Penrose inverse
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Weighted linear least squares problem
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