The perturbation of consistent least squares problems

DOI10.1016/0024-3795(89)90598-3MaRDI QIDQ1112909zbMATH OpenOpenAlexFDO

Authors Musheng Wei

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0024-3795(89)90598-3

zbMATH Keywords

consistentminimum norm least squares solutionperturbation

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Theory of matrix inversion and generalized inverses (15A09)

Review text

This paper establishes that if \(Ax=b\) is consistent, then the minimum norm least squares solution of \((A+\delta A)x=(b+\delta b),\) \(x\delta\), is close to a solution of \(Ax=b\) for sufficiently small \(\delta\) A, \(\delta\) b. Examples of this behavior are given but the results' usefulness is not clear since \(\| x\|\) will generally be unbounded as \(\| \delta A\|\), \(\| \delta b\|\) go to zero.

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Cites work

• Algebraic methods for Toeplitz-like matrices and operators
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3678541 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• Perturbation theory for pseudo-inverses
• Singular value decomposition and least squares solutions

Cited in

(20)

• On the perturbation of the least squares solutions in Hilbert spaces
• On the continuity of generalized inverses of linear operators in Hilbert spaces.
• Perturbation bounds for the least squares problem
• New perturbation results for equality-constrained least squares problems
• Perturbation bound of singular linear systems
• Perturbation of least squares problem in Hilbert spaces.
• Perturbation analysis of the least squares solution in Hilbert spaces
• Least-squares solutions as solutions of a perturbation form of the Galerkin methods: interior pointwise error estimates and pollution effect
• Perturbation analysis for the matrix least squares problem A X B = C
• On the perturbation of least squares problems with equality constraints
• scientific article; zbMATH DE number 465451 (Why is no real title available?)
• Perturbation of systems of linear algebraic equations^∗
• Perturbation analysis of singular linear systems with index one^∗
• Self-calibration and bilinear inverse problems via linear least squares
• scientific article; zbMATH DE number 939016 (Why is no real title available?)
• On accurate error estimates for the quaternion least squares and weighted least squares problems
• Perturbation of the Moore-Penrose metric generalized inverse with applications to the best approximate solution problem in L^p(, )
• The influence of the perturbation of coefficient and constant to the stability of the LS solution of the least norm
• On the perturbation bounds of g-inverses and oblique projections
• Perturbation of the least squares problem

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