Title
A note on the sensitivity of the solution of the weighted linear least squares problem
Abstract
The purpose of this note is to extend the results by Joab Winkler [Proc. of the fifth SIAM conference on Applied Linear Algebra, SIAM Philadelphia, 1994, pp. 279] and Jun Ji and Andreas Lazari [Georgia J. Sci. 56 (1998) 99] concerning the sensitivity of the system of linear equations and linear least squares problem, respectively. A sharp upper bound in the worst case for the sensitivity of the M-least squares solution of minimal N-norm is derived.
Year
DOI
Venue
2003
10.1016/S0096-3003(02)00502-7
Applied Mathematics and Computation
Keywords
Field
DocType
Sensitivity,Weighted least squares problem,Angle
Least squares,Linear algebra,Weighting,System of linear equations,Linear system,Mathematical analysis,Upper and lower bounds,Linear least squares,Mathematics,Numerical linear algebra
Journal
Volume
Issue
ISSN
145
2-3
Applied Mathematics and Computation
Citations 
PageRank 
References 
1
0.43
2
Authors
2
Name
Order
Citations
PageRank
Jun Ji1416.82
Yi-min Wei21001153.95