Computing the conditioning of the components of a linear least-squares solution

DOI10.1002/nla.627zbMath1224.65104arXiv0710.0829MaRDI QIDQ3011686

Serge Gratton, Marc Baboulin, Julien Langou, Jack J. Dongarra

Publication date: 29 June 2011

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.0829

zbMATH Keywords

numerical example; parameter estimation; condition number; conditioning; variance-covariance matrix; \texttt{LAPACK}; \texttt{ScaLAPACK}; mass of jupiter; overdetermined full rank linear least-squares problem; space geodesy; statistical linear least squares

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65J10: Numerical solutions to equations with linear operators

85A15: Galactic and stellar structure

86A30: Geodesy, mapping problems

15A12: Conditioning of matrices

Related Items

Condition numbers and perturbation analysis for the Tikhonov regularization of discrete ill-posed problems, Ill-conditioning of the truncated singular value decomposition, Tikhonov regularization and their applications to numerical partial differential equations

Uses Software

• LAPACK
• NAG
• ScaLAPACK
• mctoolbox
• VanHuffel

Cites Work

• Unnamed Item
• An Analysis of the Total Least Squares Problem
• A contribution to the theory of condition
• On the condition number of linear least squares problems in a weighted Frobenius norm
• Condition Estimates
• LAPACK Users' Guide
• Statistical Condition Estimation for Linear Least Squares
• On the Sensitivity of Solution Components in Linear Systems of Equations
• ScaLAPACK Users' Guide
• Accuracy and Stability of Numerical Algorithms