Reliability analysis of computer solutions of systems of linear algebraic equations with approximate initial data

Authors:
A. N. Khimich;E. A. Nikolaevskaya
Affiliations:
V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine;V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
Venue:
Cybernetics and Systems Analysis
Year:
2008

Citing 2
Cited 1

Matrix computations (3rd ed.)

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Intelligent technologies of high-performance computing

Cybernetics and Systems Analysis

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Abstract

A weighted least squares problem {ie863-01} with positive definite weights M and N is considered, where A ε Rm×n is a rank-deficient matrix, b ε Rm. The hereditary, computational, and global errors of a weighted normal pseudosolution are estimated for perturbed initial data, including the case where the rank of the perturbed matrix varies.