Error estimation for a weighted minimum-norm least squares solution with positive definite weights

E. A. Nikolaevskaya   ; A. N. Khimich

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 3, pp. 422-430

Résumé

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.

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