A weighted least squares problem {ie863-01} with positive definite weights M and N is considered, where A ∈ Rm×n is a rank-deficient matrix, b ∈ Rm. The hereditary, computational, and global errors of a weighted normal pseudosolution are estimated for perturbed initial data, including the case where the rank of the perturbed matrix varies.
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Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 83–95, November–December 2008.
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Khimich, A.N., Nikolaevskaya, E.A. Reliability analysis of computer solutions of systems of linear algebraic equations with approximate initial data. Cybern Syst Anal 44, 863–874 (2008). https://doi.org/10.1007/s10559-008-9062-4
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DOI: https://doi.org/10.1007/s10559-008-9062-4