Perturbation of the least squares problem

DOI10.1016/0024-3795(90)90316-5zbMath0711.15005MaRDI QIDQ922606

Musheng Wei

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(90)90316-5

zbMATH Keywords

error estimate; minimum norm least squares solution

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

15A09: Theory of matrix inversion and generalized inverses

Related Items

Perturbation of systems of linear algebraic equations^∗, Lower and upper bounds in the perturbation of general linear algebraic equations, Algebraic relations between the total least squares and least squares problems with more than one solution, Perturbation bounds for least squares problems with equality constraints, On the perturbation of the least squares solutions in Hilbert spaces, On the continuity of generalized inverses of linear operators in Hilbert spaces., New perturbation results for equality-constrained least squares problems, Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem, Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\), On the perturbation of least squares problems with equality constraints

Cites Work

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• Rang revealing QR factorizations
• The perturbation of consistent least squares problems
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Perturbation theory for pseudo-inverses