Reliability analysis of computer solutions of systems of linear algebraic equations with approximate initial data

Abstract

A weighted least squares problem {ie863-01} with positive definite weights M and N is considered, where A e Rm×n is a rank-deficient matrix, b e Rm. The hereditary, computational, and global errors of a weighted normal pseudosolution are estimated for perturbed initial data, including the case where the rank of the perturbed matrix varies.