On mixed and componentwise condition numbers for moore-penrose inverse and linear least squares problems

Felipe Cucker, Huaian Diao, Yimin Wei

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

83 Citations (Scopus)

Abstract

Classical condition numbers are normwise: they measure the size of both input perturbations and output errors using some norms. To take into account the relative of each data component, and, in particular, a possible data sparseness, componentwise condition numbers have been increasingly considered. These are mostly of two kinds: mixed and componentwise. In this paper, we give explicit expressions, computable from the data, for the mixed and componentwise condition numbers for the computation of the Moore-Penrose inverse as well as for the computation of solutions and residues of linear least squares problems. In both cases the data matrices have full column (row) rank. ©2006 American Mathematical Society.
Original languageEnglish
Pages (from-to)947-963
JournalMathematics of Computation
Volume76
Issue number258
DOIs
Publication statusPublished - Apr 2007

Research Keywords

  • Componentwise analysis
  • Condition numbers
  • Least squares

Fingerprint

Dive into the research topics of 'On mixed and componentwise condition numbers for moore-penrose inverse and linear least squares problems'. Together they form a unique fingerprint.

Cite this