The condition numbers for weighted Moore-Penrose inverse and weighted linear least squares problem

被引：10
作者：
Wang, Shu-fan [1 ]
Zheng, Bing [1 ]
Xiong, Zhi-ping [1 ]
Li, Zi-zhen [1 ]
机构：
[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2009年 / 215卷 / 01期
关键词：
Condition number; Weighted linear least squares problem; Weighted Moore-Penrose inverse; Perturbation; PERTURBATION;
D O I：
10.1016/j.amc.2009.04.068
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Condition numbers play an important role in numerical analysis. Classical normise condition numbers are used to measure the size of both input perturbations and output errors. In this paper, we study the weighted normwise relative condition numbers for the weighted Moore-Penrose inverse and the weighted linear least-squares (WLS) problems in the case of the full-column rank matrix. The bounds or formulas for the weighted condition numbers are presented. The obtained results can be viewed as extensions of the earlier works studied by others. Crown Copyright (C) 2009 Published by Elsevier Inc. All rights reserved.
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收藏
页码：197 / 205
页数：9
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