A flexible condition number for weighted linear least squares problem and its statistical estimation

DOI10.1016/J.CAM.2015.07.013MaRDI QIDQ495069zbMATH OpenOpenAlexFDO

Publication date 9 September 2015

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2015.07.013

condition number Fréchet derivative PCE method SCE method weighted norm weighted singular value decomposition

Conditioning of matrices (15A12) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cites work

A Contribution to the Conditioning of the Total Least-Squares Problem
A contribution to the theory of condition
A Partial Condition Number for Linear Least Squares Problems
A Theory of Condition
Accuracy and Stability of Numerical Algorithms
Backward Error Analysis for the Constrained and Weighted Linear Least Squares Problem When Using the Weighted QR Factorization
Condition number for weighted linear least squares problem
Condition numbers and perturbation of the weighted Moore--Penrose inverse and weighted linear least squares problem.
Generalizing the Singular Value Decomposition
scientific article; zbMATH DE number 3783337 (Why is no real title available?)
LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
Matrix Analysis
Mixed and componentwise condition numbers for weighted Moore-Penrose inverse and weighted last squares problems
Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
On the condition number of linear least squares problems in a weighted Frobenius norm
On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
Probabilistic upper bounds for the matrix two-norm
Small-Sample Statistical Condition Estimates for General Matrix Functions
Small-Sample Statistical Estimates for Matrix Norms
Statistical Condition Estimation for Linear Systems
The condition numbers for weighted Moore-Penrose inverse and weighted linear least squares problem
Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices

Cited in

(11)

On the partial condition numbers for the indefinite least squares problem
On condition numbers of the total least squares problem with linear equality constraint
Perturbation analysis for total least squares problems with linear equality constraint
Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation
Statistical Condition Estimation for Linear Least Squares
On the condition number theory of the equality constrained indefinite least squares problem
A condition analysis of the weighted linear least squares problem using dual norms
Condition number for weighted linear least squares problem
Condition numbers for the \(K\)-weighted pseudoinverse \(L^\dagger_K\) and their statistical estimation
On condition numbers of quaternion matrix inverse and quaternion linear systems with multiple right-hand sides
A contribution to condition numbers of quaternion least squares problems

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Uses Software

LSQR
mctoolbox
CRAIG

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