A note on the sensitivity of the solution of the weighted linear least squares problem. (Q1412461)
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| Language | Label | Description | Also known as |
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| English | A note on the sensitivity of the solution of the weighted linear least squares problem. |
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A note on the sensitivity of the solution of the weighted linear least squares problem. (English)
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25 November 2003
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The paper is an extension of the papers presented by \textit{J. Winkler} [Proceedings of the Fifth SIAM Conference on Applied Linear Algebra, SIAM, Philadelphia, 279--283 (1994; Zbl 0815.15004)] and by \textit{J.~Ji} and \textit{A. Lazari} [A note on the sensitivity of the solution of the linear least squares problem. Georgia J.~Sci. 56, 99--102 (1998)], where sharp lower and upper bounds of the sensitivity \(S(x,b) = \text{(relative error in }x\))
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sensitivity analysis
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weighted least squares problem
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error bounds
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