On Stable Perturbations of the Stiffly Weighted Pseudoinverse and Weighted Least Squares Problem

On Stable Perturbations of the Stiffly Weighted Pseudoinverse and Weighted Least Squares Problem

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.