scholarly journals Mixed and component wise condition numbers for weighted Moore-Penrose inverse and weighted least squares problems

Filomat ◽  
2009 ◽  
Vol 23 (1) ◽  
pp. 43-59 ◽  
Author(s):  
Li Zhao ◽  
Jie Sun

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. .

1974 ◽  
Vol 3 (27) ◽  
Author(s):  
Linda Kaufman

<p>Consider the separable nonlinear least squares problem of finding ~a in R^n and ~alpha in R^k which, for given data (y_i, t_i) i=1,...,m and functions varphi_j(~alpha,t) j=1,2,...n (m&gt;n), minimize the functional</p><p>r(~a,~alpha) = ||~y - Phi(~alpha)~a||_(2)^(2)</p><p>where Phi(~alpha)_(i,j) = varphi_(j)(~alpha,t_j). This problem can be reduced to a nonlinear least squares problem involving $\mathovd{\mathop{\alpha}\limits_{\textstyle\tilde{}}}$ only and a linear least squares problem involving ~a only. the reduction is based on the results of Colub and Pereyra, <em>SIAM J. Numerical Analysis</em>, April 1973, and on the trapezoidal decomposition of Phi, in which an orthogonal matrix Q and a permutation matrix P are found such that</p><p>\begin{displaymath} Q Phi R = R &amp; S 0 &amp; 0 \end{array}\right) \begin{array}{l} \rbrace\, r \\ \mbox{} \end{array} \end{displaymath}</p><p>where R is nonsingular and upper trianular. To develop an algorithm to solve the nonlinear least squares probelm a formula is proposed for the Frechet derivation D(Phi_(2) (~alpha)) where Q i partioned into</p>


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