On the solution of the linear least squares problems and pseudo-inverses

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DOIResolve DOI: http://doi.org/10.1007/BF02241714
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TypeArticle
Journal titleComputing
ISSN0010-485X
Volume13
Issue3-4
Pages215228; # of pages: 14
Subjectcomputational mathematics; numerical analysis
AbstractIt is known that the computed least squares solution x of Ax=b, in the presence of the round-off error, satisfies the perturbed equation (A+E)(x+h)=b+f. The practical considerations of computing the solution are discussed and it is found that rank (A+E)=rank (A). A general analysis of the condition of the linear least squares problems and pseudo-inverses is then presented using this assumption. Norms of relevant round-off error perturbations are estimated for two known methods of solution. Comparison between different algorithms is given by numerical examples.
Publication date
LanguageEnglish
AffiliationNational Research Council Canada
Peer reviewedYes
NRC number16552
NPARC number21273611
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Record identifier4e5c02f1-1478-4a93-9dda-137282b21305
Record created2015-01-16
Record modified2016-05-09
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