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

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

Authors Hu Yang, Shaoxin Wang

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

zbMATH Keywords

condition numberweighted singular value decompositionweighted normPCE methodSCE methodFréchet derivative

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3783337 (Why is no real title available?)
• A Contribution to the Conditioning of the Total Least-Squares Problem
• A Partial Condition Number for Linear Least Squares Problems
• A Theory of Condition
• A contribution to the 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
• 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 Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
• On the condition number of linear least squares problems in a weighted Frobenius norm
• 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

(9)

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

Describes a project that uses

Uses Software

• LSQR
• mctoolbox
• CRAIG

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