Cybernetics and Systems Analysis

, Volume 44, Issue 6, pp 863–874 | Cite as

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

Systems Analysis

A weighted least squares problem {ie863-01} with positive definite weights M and N is considered, where A ∈ Rm×n is a rank-deficient matrix, b ∈ 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.


weighted pseudoinverse matrix weighted normal pseudosolution weighted least squares problem global error 


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Copyright information

© Springer Science+Business Media, Inc. 2008

Authors and Affiliations

  1. 1.V. M. Glushkov Institute of CyberneticsNational Academy of Sciences of UkraineKyivUkraine

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