Statistical Condition Estimation for Linear Least Squares

DOI10.1137/S0895479895291935MaRDI QIDQ4210268zbMATH OpenFDO

Authors M. S. Reese, Charles S. Kenney, Alan J. Laub

Publication date 21 September 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479895291935

zbMATH Keywords

sensitivityconditioningcondition numberslinear least squaresstatistical condition estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

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Cited in

(19)

• Backward errors and small-sample condition estimation for ⋆-Sylveter equations
• Perturbation analysis for the periodic generalized coupled Sylvester equation
• Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations
• A condition analysis of the weighted linear least squares problem using dual norms
• On the partial condition numbers for the indefinite least squares problem
• Small sample statistical condition estimation for the total least squares problem
• Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation
• Statistical Condition Estimation for Linear Systems
• Randomized complete pivoting for solving symmetric indefinite linear systems
• Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution
• Applications of statistical condition estimation to the solution of linear systems
• Structured condition numbers of structured Tikhonov regularization problem and their estimations
• Computing least squares condition numbers on hybrid multicore/GPU systems
• Spectral condition numbers of orthogonal projections and full rank linear least squares residuals
• Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
• Effective condition number for weighted linear least squares problems and applications to the Trefftz method
• Condition numbers for the nonlinear matrix equation and their statistical estimation
• Small-sample statistical condition estimation of rational Riccati equations
• Computing the conditioning of the components of a linear least-squares solution

Describes a project that uses

Uses Software

• LAPACK

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