Component-wise perturbation analysis and error bounds for linear least squares solutions

DOI10.1007/BF01931284zbMath0732.65043MaRDI QIDQ808626

Åke Björck

Publication date: 1991

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

perturbationscondition numbererror boundslinear least squares problemleast squares solutionscomponent-wise backward error

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (13)

Condition numbers and perturbation analysis for the Tikhonov regularization of discrete ill-posed problems ⋮ Condition numbers of the least squares problems with multiple right-hand sides ⋮ Gram-Schmidt orthogonalization: 100 years and more ⋮ Iterative refinement enhances the stability of \(QR\) factorization methods for solving linear equations ⋮ The spectral properties of Vandermonde matrices with clustered nodes ⋮ On condition numbers for Moore–Penrose inverse and linear least squares problem involving Kronecker products ⋮ A condition analysis of the weighted linear least squares problem using dual norms ⋮ The structured sensitivity of Vandermonde-like systems ⋮ Robust maximum likelihood estimation in the linear model ⋮ Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution ⋮ Perturbation bound of singular linear systems ⋮ Learning a Random DFA from Uniform Strings and State Information ⋮ On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems

Uses Software

• SONEST
• CONEST

Cites Work

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• Iterative refinement enhances the stability of \(QR\) factorization methods for solving linear equations
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• Condition Estimates
• FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
• Scaling for Numerical Stability in Gaussian Elimination
• Iterative Refinement Implies Numerical Stability for Gaussian Elimination
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• The Strong Stability of Algorithms for Solving Symmetric Linear Systems
• Solving Sparse Linear Systems with Sparse Backward Error
• Zusammenfassender Bericht. Genauigkeitsfragen bei der Lösung linearer Gleichungssysteme
• Iterative refinement of linear least squares solutions I
• Perturbation theory for pseudo-inverses

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