Error estimation for a weighted minimum-norm least squares solution with positive definite weights
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 3, pp. 422-430
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The weighted least squares problem is considered. Given a generally inconsistent system of linear algebraic equations, error estimates are obtained for its weighted minimum-norm least squares solution under perturbations of the matrix and the right-hand side, including the case of rank modifications of the perturbed matrix.
@article{ZVMMF_2009_49_3_a2,
author = {E. A. Nikolaevskaya and A. N. Khimich},
title = {Error estimation for a~weighted minimum-norm least squares solution with positive definite weights},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {422--430},
publisher = {mathdoc},
volume = {49},
number = {3},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_3_a2/}
}
TY - JOUR AU - E. A. Nikolaevskaya AU - A. N. Khimich TI - Error estimation for a weighted minimum-norm least squares solution with positive definite weights JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2009 SP - 422 EP - 430 VL - 49 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_3_a2/ LA - ru ID - ZVMMF_2009_49_3_a2 ER -
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E. A. Nikolaevskaya; A. N. Khimich. Error estimation for a weighted minimum-norm least squares solution with positive definite weights. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 3, pp. 422-430. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_3_a2/