Processing math: 100%
Journals
Resources
About Us
Open Access

Relationship Between the Stiffly Weighted Pseudoinverse and Multi-Level Constrained Rseudoinverse

Relationship Between the Stiffly Weighted Pseudoinverse and Multi-Level Constrained Rseudoinverse

Year:    2004

Author:    Musheng Wei

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 3 : pp. 427–436

Abstract

It is known that for a given matrix A of rank r, and a set D of positive diagonal matrices, supWD||(W12A)W12||2=(miniσ+(A(i))1, in which (A(i))is a submatrix of A formed with r=(rank(A)) rows of A, such that (A(i)) has full row rank r. In many practical applications this value is too large to be used. 

In this paper we consider the case that both A and W(D) are fixed with W severely stiff. We show that in this case the weighted pseudoinverse W12A)W12 is close to a multi-level constrained weighted pseudoinverse therefore ||(W12A)W12||2 is uniformly bounded. We also prove that in this case the solution set the stiffly weighted least squares problem is close to that of corresponding multi-level constrained least squares problem.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2004-JCM-10316

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 3 : pp. 427–436

Published online:    2004-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Weighted least squares Stiff Multi-Level constrained pseudoinverse.

Author Details

Musheng Wei