𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Frobenius normwise condition numbers for Moore–Penrose inverse and linear least-squares problems

✍ Scribed by Huaian Diao; Yimin Wei


Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
109 KB
Volume
14
Category
Article
ISSN
1070-5325

No coin nor oath required. For personal study only.

✦ Synopsis


Abstract

Condition numbers play an important role in numerical analysis. Classical condition numbers are normwise: they measure the size of both input perturbations and output errors using norms. In this paper, we give explicit, computable expressions depending on the data, for the normwise condition numbers for the computation of the Moore–Penrose inverse as well as for the solutions of linear least‐squares problems with full‐column rank. Copyright © 2007 John Wiley & Sons, Ltd.