- Journal Home
- Volume 42 - 2024
- Volume 41 - 2023
- Volume 40 - 2022
- Volume 39 - 2021
- Volume 38 - 2020
- Volume 37 - 2019
- Volume 36 - 2018
- Volume 35 - 2017
- Volume 34 - 2016
- Volume 33 - 2015
- Volume 32 - 2014
- Volume 31 - 2013
- Volume 30 - 2012
- Volume 29 - 2011
- Volume 28 - 2010
- Volume 27 - 2009
- Volume 26 - 2008
- Volume 25 - 2007
- Volume 24 - 2006
- Volume 23 - 2005
- Volume 22 - 2004
- Volume 21 - 2003
- Volume 20 - 2002
- Volume 19 - 2001
- Volume 18 - 2000
- Volume 17 - 1999
- Volume 16 - 1998
- Volume 15 - 1997
- Volume 14 - 1996
- Volume 13 - 1995
- Volume 12 - 1994
- Volume 11 - 1993
- Volume 10 - 1992
- Volume 9 - 1991
- Volume 8 - 1990
- Volume 7 - 1989
- Volume 6 - 1988
- Volume 5 - 1987
- Volume 4 - 1986
- Volume 3 - 1985
- Volume 2 - 1984
- Volume 1 - 1983
Cited by
- BibTex
- RIS
- TXT
It is known that for a given matrix $A$ of rank $r$, and a set $D$ of positive diagonal matrices, $\sup_{W\in D}||(W^{\frac{1}{2}}A)^†W^{\frac{1}{2}}||_2=(\min_i \sigma_+(A^{(i)})^{-1}$, in which $(A^{(i)})$is a submatrix of A formed with $r = (\rm{rank}(A))$ rows of $A$, such that $(A^{(i)})$ has full row rank $r$. In many practical applications this value is too large to be used.
In this paper we consider the case that both $A$ and $W(\in D)$ are fixed with $W$ severely stiff. We show that in this case the weighted pseudoinverse $W^{\frac{1}{2}}A)^†W^{\frac{1}{2}}$ is close to a multi-level constrained weighted pseudoinverse therefore $||(W^{\frac{1}{2}}A)^†W^{\frac{1}{2}}||_2$ is uniformly bounded. We also prove that in this case the solution set the stiffly weighted least squares problem is close to that of corresponding multi-level constrained least squares problem.
}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10316.html} }It is known that for a given matrix $A$ of rank $r$, and a set $D$ of positive diagonal matrices, $\sup_{W\in D}||(W^{\frac{1}{2}}A)^†W^{\frac{1}{2}}||_2=(\min_i \sigma_+(A^{(i)})^{-1}$, in which $(A^{(i)})$is a submatrix of A formed with $r = (\rm{rank}(A))$ rows of $A$, such that $(A^{(i)})$ has full row rank $r$. In many practical applications this value is too large to be used.
In this paper we consider the case that both $A$ and $W(\in D)$ are fixed with $W$ severely stiff. We show that in this case the weighted pseudoinverse $W^{\frac{1}{2}}A)^†W^{\frac{1}{2}}$ is close to a multi-level constrained weighted pseudoinverse therefore $||(W^{\frac{1}{2}}A)^†W^{\frac{1}{2}}||_2$ is uniformly bounded. We also prove that in this case the solution set the stiffly weighted least squares problem is close to that of corresponding multi-level constrained least squares problem.