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.