Year: 2005
Journal of Computational Mathematics, Vol. 23 (2005), Iss. 5 : pp. 527–536
Abstract
In this paper we study perturbations of the stiffly weighted pseudoinverse $ (W^{1\over 2}A)^†W^{1\over 2}$ and the related stiffly weighted least squares problem, where both the matrices $A$ and $W$ are given with $W$ positive diagonal and severely stiff. We show that the perturbations to the stiffly weighted pseudoinverse and the related stiffly weighted least squares problem are stable, if and only if the perturbed matrices $\widehat A=A+\delta A$ satisfy several row rank preserving conditions.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2005-JCM-8837
Journal of Computational Mathematics, Vol. 23 (2005), Iss. 5 : pp. 527–536
Published online: 2005-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Stiffly Weighted pseudoinverse Weighted least squares Perturbation Stability.