z-logo
open-access-imgOpen Access
Mixed and component wise condition numbers for weighted Moore-Penrose inverse and weighted least squares problems
Author(s) -
Li Zhao,
Jie Sun
Publication year - 2009
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil0901043z
Subject(s) - mathematics , condition number , inverse , moore–penrose pseudoinverse , rank (graph theory) , matrix (chemical analysis) , linear least squares , least squares function approximation , scaling , component (thermodynamics) , weighted geometric mean , norm (philosophy) , combinatorics , weighted arithmetic mean , statistics , linear model , eigenvalues and eigenvectors , geometry , physics , materials science , quantum mechanics , estimator , composite material , political science , law , thermodynamics
Condition numbers play an important role in numerical analysis. Classical condition numbers are norm-wise: they measure both input perturbations and output errors with norms. To take into account the relative scaling of data components or a possible sparseness, component-wise condition numbers have been increasingly considered. In this paper, we give explicit expressions for the mixed and component-wise condition numbers for the weighted Moore-Penrose inverse of a matrix A, as well as for the solution and residue of a weighted linear least squares problem ||W 1 2 (Ax-b) ||2 = minv2Rn ||W 1 2 (Av-b) ||2, where the matrix A with full column rank. .

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom