A Note on the Sensitivity of the Solution of the Weighted Linear Least Squares Problem
Department
Mathematics
Document Type
Article
Publication Date
12-25-2003
Abstract
The purpose of this note is to extend the results by Joab Winkler [Proc. of the fifth SIAM conference on Applied Linear Algebra, SIAM Philadelphia, 1994, pp. 279] and Jun Ji and Andreas Lazari [Georgia J. Sci. 56 (1998) 99] concerning the sensitivity of the system of linear equations and linear least squares problem, respectively. A sharp upper bound in the worst case for the sensitivity of the M-least squares solution of minimal N-norm is derived.
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