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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2009 Volume 49, Number 3, Pages 422–430 (Mi zvmmf19)

This article is cited in 17 papers

Error estimation for a weighted minimum-norm least squares solution with positive definite weights

E. A. Nikolaevskaya, A. N. Khimich

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.

Key words: weighted least squares problem, error estimates, weighted minimum-norm least squares solution, weighted matrix pseudoinverse, weighted condition number, weighted singular value decomposition.

UDC: 519.61

Received: 26.07.2007
Revised: 20.05.2008


 English version:
Computational Mathematics and Mathematical Physics, 2009, 49:3, 409–417

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