A flexible condition number for weighted linear least squares problem and its statistical estimation
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Publication:495069
DOI10.1016/j.cam.2015.07.013zbMath1327.65089OpenAlexW1179796998MaRDI QIDQ495069
Publication date: 9 September 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.07.013
condition numberFréchet derivativeweighted singular value decompositionweighted normSCE methodPCE method
Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)
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Cites Work
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