A Partial Condition Number for Linear Least Squares Problems

DOI10.1137/050643088zbMath1141.65028OpenAlexW2077855410MaRDI QIDQ5460546

Marc Baboulin, Serge Gratton, Mario Arioli

Publication date: 29 April 2008

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://purl.org/net/epubs/work/39018

zbMATH Keywords

parameter estimationlinear least squaresnormwise condition numberstatistical condition estimate

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

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