scientific article; zbMATH DE number 2010361
Since 1950, generalized inverses theory (involving Moore-Penrose inverses and least squares problems) has been widely studied. This book deepens research in matrix analysis and numerical linear algebra. Concretely, it presents a generalization to weighted least squares problems, that is: \[ \min_x\{(b-Ax)^HW(b-Ax)\}, \quad W= \text{diag} (w_1,\dots,w_m), w_i > 0 \] and constrained weighted least squares problems, that is: \[ \min_{x \in S}\{(Kx-g)^HW_2(Kx-g)\}, \quad\text{subject to}\quad Lx=h, \] which applies to mathematical programming and optimization, statistical linear modelling, fluid systems, electronic circuits, signal processing, etc. This book contains three parts: analysis of supremum of weighted pseudoinverses, study the stability of weighted pseudoinverses, weighted least squares problems and constrained weighted least squares problems, and stable numerical methods to evaluate minimum norm solutions weighted least squares problems and constrained weighted least squares problems. The main focus of this book is what happens when \(W\) or \(W_2\) is severely ill-conditioned. The book is self-contained. It is clearly written and it is easy to read and it presents a collection of new results recently published.
- Weighted generalized inverses, weighted least squares and equality constrained least squares problems
- Weighted Generalized Inverses, Oblique Projections, and Least-Squares Problems
- Condition numbers and perturbation of the weighted Moore--Penrose inverse and weighted linear least squares problem.
- Equivalent formulae for the supremum and stability of weighted pseudoinverses
- Some topics on weighted Moore-Penrose inverse, weighted least squares and weighted regularized Tikhonov problems
- Determinantal representation of weighted generalized inverses
- Reliability analysis of computer solutions of systems of linear algebraic equations with approximate initial data
- Effective condition number for weighted linear least squares problems and applications to the Trefftz method
- Acute perturbation for Moore-Penrose inverses of tensors via the T-product
- Cramer's rules for various solutions to some restricted quaternionic linear systems
- On level-2 condition number for the weighted Moore-Penrose inverse
- An improved Newton iteration for the weighted Moore-Penrose inverse
- Determinantal representation of outer inverses in Riemannian space
- Weighted generalized inverses, weighted least squares and equality constrained least squares problems
- Weighted Generalized Inverses, Oblique Projections, and Least-Squares Problems
- Level-2 condition numbers for least-squares solution of Kronecker product linear systems
- Equivalent formulae for the supremum and stability of weighted pseudoinverses
- scientific article; zbMATH DE number 1559024 (Why is no real title available?)
- Acute perturbation bounds of weighted Moore-Penrose inverse
- On accurate error estimates for the quaternion least squares and weighted least squares problems
- Norm estimations for perturbations of the weighted Moore-Penrose inverse
- On condition numbers for Moore-Penrose inverse and linear least squares problem involving Kronecker products
- Weighted projections and Riesz frames
- Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution
- Generalized inverses of an invertible infinite matrix over a finite field
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