Condition numbers and perturbation of the weighted Moore--Penrose inverse and weighted linear least squares problem.
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Publication:1412425
DOI10.1016/S0096-3003(02)00437-XzbMath1044.15005OpenAlexW2110893654MaRDI QIDQ1412425
Publication date: 25 November 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0096-3003(02)00437-x
Theory of matrix inversion and generalized inverses (15A09) Linear equations (linear algebraic aspects) (15A06) Conditioning of matrices (15A12)
Related Items (29)
Some topics on weighted Moore-Penrose inverse, weighted least squares and weighted regularized Tikhonov problems ⋮ On the computation of weighted Moore-Penrose inverse using a high-order matrix method ⋮ The metric generalized inverse and its single-value selection in the pricing of contingent claims in an incomplete financial market ⋮ Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution ⋮ Interval iterative methods for computing Moore-Penrose inverse ⋮ Condition numbers of the least squares problems with multiple right-hand sides ⋮ Computation of weighted Moore-Penrose inverse through Gauss-Jordan elimination on bordered matrices ⋮ Level-2 condition numbers for least-squares solution of Kronecker product linear systems ⋮ Weighted \(UDV^*\)-decomposition and weighted spectral decomposition for rectangular matrices and their applications ⋮ On level-2 condition number for the weighted Moore-Penrose inverse ⋮ Condition number related with generalized inverse \(A_{T,S}^{(2)}\) and constrained linear systems ⋮ Existence and uniqueness of weighted pseudoinverses with nonsingular indefinite weights ⋮ Existence and uniqueness of weighted normal pseudosolutions ⋮ A flexible condition number for weighted linear least squares problem and its statistical estimation ⋮ Acute perturbation bounds of weighted Moore–Penrose inverse ⋮ Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights ⋮ A condition analysis of the weighted linear least squares problem using dual norms ⋮ Condition number related with \(W\)-weighted Drazin inverse and singular linear systems ⋮ An improved Newton iteration for the weighted Moore-Penrose inverse ⋮ Condition numbers for structured least squares problems ⋮ Expansions of weighted pseudoinverses with mixed weights into matrix power series and power products ⋮ The condition numbers for weighted Moore-Penrose inverse and weighted linear least squares problem ⋮ Weighted Generalized Inverses, Oblique Projections, and Least-Squares Problems ⋮ Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\) ⋮ Iterative methods to calculate weighted pseudoinverses with mixed weights ⋮ Reliability analysis of computer solutions of systems of linear algebraic equations with approximate initial data ⋮ On the condition number theory of the equality constrained indefinite least squares problem ⋮ Displacement structure of weighted pseudoinverses ⋮ Condition number related to the outer inverse of a complex matrix
Cites Work
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- On the solution of the linear least squares problems and pseudo-inverses
- Condition numbers and their condition numbers
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- Expression for the perturbation of the weighted Moore-Penrose inverse
- Perturbation identities for regularized Tikhonov inverses and weighted pseudo- inverses
- The representation and approximation for the weighted Moore-Penrose inverse
- PCR algorithm for parallel computing minimum-norm \((T)\) least-squares \((S)\) solution of inconsistent linear equations
- Generalizing the Singular Value Decomposition
- Representations for Moore-Penrose inverses in Hilbert spaces
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