Perturbation bounds for constrained and weighted least squares problems

By M. Gulliksson, Xiao-Qing Jin, Yimin Wei. 2002

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We derive perturbation bounds for the constrained and weighted linear least squares (LS) problems. Both the full rank and rank-deficient cases are considered. The analysis generalizes some results of earlier works.

Subfields: Computational Mechanics, Computational Theory and Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/88f2fa89b383a9e8e479a621b63a6b20694f5329

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