Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution (Q854417)
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scientific article; zbMATH DE number 5076937
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| English | Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution |
scientific article; zbMATH DE number 5076937 |
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Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution (English)
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4 December 2006
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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.
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linear least square problem
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condition number
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componentwise perturbation
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0.930587112903595
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0.9273433089256288
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0.9264403581619264
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0.9258214235305786
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