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

condition numbersconditioninglinear least squaressensitivitystatistical condition estimation

Mathematics Subject Classification ID

Conditioning of matrices (15A12) 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)

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Cited in

(19)

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

Describes a project that uses

Uses Software

• LAPACK

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