A Note on the Sensitivity of the Solution of the Weighted Linear Least Squares Problem
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.
Ji, J., & Wei, Y. (2003). A note on the sensitivity of the solution of the weighted linear least squares problem. Applied Mathematics and Computation, 145(2-3), 481-485. doi:DOI: 10.1016/S0096-3003(02)00502-7