Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution (Q854417)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution
scientific article

    Statements

    Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution (English)
    0 references
    0 references
    0 references
    4 December 2006
    0 references
    This paper deals with the condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution of min\(_x\| Ax-b\| _M\), where \(A \in {\mathbb C}^m{}^\times{}^n\) is rank-deficient, \(x \in {\mathbb C}^n\), and \(M\) is a Hermitian matrix of order \(n\). In this respect the following topics are studied: the normwise condition number sensitivity, the componentwise condition numbers for the weighted Moore-Penrose inverse and the weighed least squares solution, and the level-2 condition numbers for componentwise condition numbers.
    0 references
    linear least square problem
    0 references
    condition number
    0 references
    componentwise perturbation
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references