Some topics on weighted Moore-Penrose inverse, weighted least squares and weighted regularized Tikhonov problems (Q1888517): Difference between revisions
From MaRDI portal
Revision as of 15:17, 7 June 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 |
Statements
Some topics on weighted Moore-Penrose inverse, weighted least squares and weighted regularized Tikhonov problems (English)
0 references
23 November 2004
0 references
\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.
0 references
Condition number
0 references
Generalized weighted singular value decomposition
0 references
Nearness to rank deficiency
0 references
Structured condition number
0 references
Weighted Moore--Penrose inverse
0 references
Weighted linear least squares problem
0 references
0 references
0 references
0 references
0 references