Title

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.