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Error estimation for a weighted minimum-norm least squares solution with positive definite weights |
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| Authors: | E A Nikolaevskaya A N Khimich |
| Institution: | (1) Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, pr. Akademika Glushkova 40, Kiev, 03680, Ukraine |
| Abstract: | The weighted least squares problem is considered. Given a generally inconsistent system of linear algebraic equations, error estimates are obtained for its weighted minimum-norm least squares solution under perturbations of the matrix and the right-hand side, including the case of rank modifications of the perturbed matrix. |
| Keywords: | weighted least squares problem error estimates weighted minimum-norm least squares solution weighted matrix pseudoinverse weighted condition number weighted singular value decomposition |
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