A note on the sensitivity of the solution of the weighted linear least squares problem

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摘要

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.

论文关键词:Sensitivity,Weighted least squares problem,Angle

论文评审过程:Available online 29 January 2003.

论文官网地址:https://doi.org/10.1016/S0096-3003(02)00502-7