Mathematical Conferences Niš, Serbia, 13th Serbian Mathematical Congress

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Condition Numbers for Moore-Penrose Inverse and Linear Least Squares
Yimin Wei

Last modified: 2014-01-19

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,  componentwise condition numbers have been increasingly considered. These are mostly of two kinds: mixed and componentwise. In this talk, 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.