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Perturbation bounds for constrained and weighted least squares problems. (English) Zbl 1002.65050

The authors present perturbation upper bounds for constrained and weighted linear least squares problems. These are obtained by analysing the associated augmented system of equations and using the properties of the weighted Moore-Penrose generalized inverse. Both, full rank and rank-deficient cases are analysed.

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
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