Perturbation bounds for constrained and weighted least squares problems (Q1611868)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation bounds for constrained and weighted least squares problems |
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Perturbation bounds for constrained and weighted least squares problems (English)
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28 August 2002
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The authors present perturbation upper bounds for constrained and weighted linear least squares problems. These are obtained by analysing the associated augmented system of equations and using the properties of the weighted Moore-Penrose generalized inverse. Both, full rank and rank-deficient cases are analysed.
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weighted linear least squares problems
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perturbation bound
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condition number
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Moore-Penrose inverse
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