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Perturbation theory for generalized and constrained linear least squares
Umeå University, Faculty of Science and Technology, Departement of Computing Science.
Umeå University, Faculty of Science and Technology, Departement of Computing Science.
2000 (English)In: Numerical Linear Algebra with Applications, Vol. 7, no 4, 181-195 p.Article in journal (Refereed) Published
Abstract [en]

The perturbation analysis of weighted and constrained rank-deficient linear least squares is difficult without the use of the augmented system of equations. In this paper a general form of the augmented system is used to get simple perturbation identities and perturbation bounds for the general linear least squares problem both for the full-rank and rank-deficient problem. Perturbation identities for the rank-deficient weighted and constrained case are found as a special case. Interesting perturbation bounds and condition numbers are derived that may be useful when considering the stability of a solution of the rank-deficient general least squares problem. Copyright (C) 2000 John Wiley & Sons, Ltd.

Place, publisher, year, edition, pages
2000. Vol. 7, no 4, 181-195 p.
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URN: urn:nbn:se:umu:diva-21943ISBN: 1070-5325 OAI: oai:DiVA.org:umu-21943DiVA: diva2:212200
Available from: 2009-04-21 Created: 2009-04-21 Last updated: 2009-04-21

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CiteExportLink to record
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