Perturbation bounds for constrained and weighted least squares problems

• 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.

Ämnesord

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Nyckelord

Linear LS problem

Perturbation bound

Weight

Constraint

Condition number

(Weighted) Moore�Penrose inverse

MATHEMATICS

MATEMATIK

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