Perturbation bound of singular linear systems

被引：16

作者：

Wei, Y ^{[1
]}

机构：

[1] Fudan Univ, Dept Math, Shanghai 200433, Peoples R China

[2] Fudan Univ, Lab Math Nonlinear Sci, Shanghai 200433, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 1999年 / 105卷 / 2-3期

基金：

中国国家自然科学基金;

关键词：

singular linear algebraic system; (weighted) linear least squares problem; weighted Moore-Penrose inverse; componentwise perturbation;

D O I：

10.1016/S0096-3003(99)00120-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A classical perturbation bound in numerical linear algebra is extended to more general cases of singular linear algebraic systems and weighted linear least squares problem. Componentwise perturbation analysis of linear least squares problem is also derived. (C) 1999 Elsevier Science Inc. All rights reserved.

引用

页码：211 / 220

页数：10

共 22 条

[1] ON THE AUGMENTED SYSTEM APPROACH TO SPARSE LEAST-SQUARES PROBLEMS [J].