Perturbation analysis for generalized indefinite least squares problems
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摘要: 通过定义一种新的加权广义逆,研究不定最小二乘问题和等式约束不定最小二乘问题。应用矩阵的双曲QR分解, 得到这两个问题的解的表达形式,并且推出了关于这两个问题的解的扰动界.
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关键词:
- 扰动分析 /
- 不定最小二乘问题 /
- 等式约束不定最小二乘问题 /
- 加权广义逆
Abstract: A new kind of weighted generalized inverse was defined to study indefinite least squares (ILS) problem and equality constrained indefinite least squares (ILSE) problem. By applying hyperbolic-QR factorization, the solutions to the two problems were obtained. Also the perturbation bounds of the solutions were derived.
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