Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution

DOI10.1007/s10543-009-0213-4zbMath1168.65022MaRDI QIDQ1014905

Serge Gratton, Marc Baboulin

Publication date: 29 April 2009

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-009-0213-4

zbMATH Keywords

numerical example; condition numbers; adjoint operator; dual norm; componentwise perturbations; linear least squares solution

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

15A60: Norms of matrices, numerical range, applications of functional analysis to matrix theory

65F35: Numerical computation of matrix norms, conditioning, scaling

15A12: Conditioning of matrices

Related Items

A note on stable perturbations of Moore–Penrose inverses, On condition numbers for Moore–Penrose inverse and linear least squares problem involving Kronecker products

Uses Software

• LAPACK
• CLAPACK
• BLAS
• mctoolbox

Cites Work

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• Zusammenfassender Bericht. Genauigkeitsfragen bei der Lösung linearer Gleichungssysteme