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Perturbation theory for generalized and constrained linear least squares
Mid Sweden University, Faculty of Science, Technology and Media, Department of Engineering, Physics and Mathematics.
Responsible organisation
2000 (English)In: Numerical Linear Algebra with Applications, ISSN 1070-5325, 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 © 2000 John Wiley & Sons, Ltd.

Place, publisher, year, edition, pages
2000. Vol. 7, no 4, 181-195 p.
Keyword [en]
perturbation, linear least squares, condition number, linear constraints
National Category
Mathematics
Identifiers
URN: urn:nbn:se:miun:diva-3978Local ID: 4392OAI: oai:DiVA.org:miun-3978DiVA: diva2:29010
Available from: 2008-09-30 Created: 2009-09-21Bibliographically approved

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CiteExportLink to record
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