On the condition number of linear least squares problems in a weighted Frobenius norm

DOI10.1007/BF01731931zbMath0878.65030MaRDI QIDQ1923873

Serge Gratton

Publication date: 12 January 1998

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

error estimatesnumerical examplescondition numberlinear least squares problemQR factorizationmethod of normal equationsmethod of semi-normal equations

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (25)

Backward error and condition number analysis for the indefinite linear least squares problem ⋮ Condition numbers and perturbation analysis for the Tikhonov regularization of discrete ill-posed problems ⋮ On condition numbers of the total least squares problem with linear equality constraint ⋮ Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution ⋮ Condition numbers of the least squares problems with multiple right-hand sides ⋮ On the partial condition numbers for the indefinite least squares problem ⋮ Condition numbers of the minimum norm least squares solution for the least squares problem involving Kronecker products ⋮ On level-2 condition number for the weighted Moore-Penrose inverse ⋮ Partial condition number for the equality constrained linear least squares problem ⋮ On condition numbers of quaternion matrix inverse and quaternion linear systems with multiple right-hand sides ⋮ Perturbation analysis for total least squares problems with linear equality constraint ⋮ On Iterative Solution of the Extended Normal Equations ⋮ A flexible condition number for weighted linear least squares problem and its statistical estimation ⋮ A condition analysis of the weighted linear least squares problem using dual norms ⋮ Computing the conditioning of the components of a linear least-squares solution ⋮ Condition numbers for the outer inverse and constrained singular linear system ⋮ On condition numbers for least squares with quadric inequality constraint ⋮ Condition number for the Drazin inverse and the Drazin-inverse solution of singular linear system with their condition numbers ⋮ Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints ⋮ The condition numbers for weighted Moore-Penrose inverse and weighted linear least squares problem ⋮ Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution ⋮ Condition number related to the outer inverse of a complex matrix ⋮ On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems ⋮ Conditioning theory of the equality constrained quadratic programming and its applications ⋮ Condition number for the \(W\)-weighted Drazin inverse and its applications in the solution of rectangular linear system

Uses Software

• mctoolbox
• Algorithm 694

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A contribution to the theory of condition
• Stability analysis of the method of seminormal equations for linear least squares problems
• Algorithm 694
• Optimal backward perturbation bounds for the linear least squares problem
• A Theory of Condition
• Perturbation theory for pseudo-inverses

This page was built for publication: On the condition number of linear least squares problems in a weighted Frobenius norm