Proximity of weighted and layered least squares solutions

DOI10.1137/080725787zbMATH Open1201.65062OpenAlexW2057785662MaRDI QIDQ3584153FDOQ3584153

Authors: Tomonari Kitahara, Takashi Tsuchiya 

Publication date: 19 August 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080725787

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zbMATH Keywords

linear programmingerror boundsinterior-point methodscondition numbersweighted least squares methodlayered least squares method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Interior-point methods (90C51)

Cited In (3)

• Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms
• Accurate solutions of weighted least squares problems associated with rank-structured matrices
• Title not available (Why is that?)

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