A flexible condition number for weighted linear least squares problem and its statistical estimation
DOI10.1016/J.CAM.2015.07.013zbMATH Open1327.65089OpenAlexW1179796998MaRDI QIDQ495069FDOQ495069
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
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condition numberweighted singular value decompositionweighted normPCE methodSCE methodFréchet derivative
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)
Cites Work
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- Matrix Analysis
- On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
- Title not available (Why is that?)
- Accuracy and Stability of Numerical Algorithms
- Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices
- Generalizing the Singular Value Decomposition
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- A Contribution to the Conditioning of the Total Least-Squares Problem
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- A contribution to the theory of condition
- On the condition number of linear least squares problems in a weighted Frobenius norm
- 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
- Small-Sample Statistical Condition Estimates for General Matrix Functions
- Small-Sample Statistical Estimates for Matrix Norms
- Condition number for weighted linear least squares problem
- A Partial Condition Number for Linear Least Squares Problems
- The condition numbers for weighted Moore-Penrose inverse and weighted linear least squares problem
Cited In (9)
- Condition number for weighted linear least squares problem
- 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
- Perturbation analysis for total least squares problems with linear equality constraint
- Condition numbers for the \(K\)-weighted pseudoinverse \(L^\dagger_K\) and their statistical estimation
- 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 a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation
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