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Book Categories |
Preface | ||
Ch. 1 | Introduction | 1 |
1.1 | Notation and definitions | 1 |
1.2 | Preliminaries | 4 |
1.3 | Basic mathematical background | 11 |
1.4 | Outline of the monograph | 26 |
Ch. 2 | WLS and WLSE problems | 29 |
2.1 | WLS | 29 |
2.2 | WLSE | 34 |
2.3 | Stability of pseudoinverses | 44 |
2.4 | Error estimates of WLS and WLSE | 46 |
Ch. 3 | Supremum of WP- and CWP-inverses | 55 |
3.1 | Supremum of WP-inverses | 56 |
3.1.1 | Supremum of WP-inverses over D | 59 |
3.1.2 | Supremum of WP-inverses over P | 62 |
3.2 | Supremum of CWP-inverses | 66 |
3.2.1 | Supremum of CWP-verses over D[subscript 2] | 71 |
3.2.2 | Supremum of CWP-inverses over P[subscript 2] | 72 |
Ch. 4 | Stability of WP-inverses and CWP-inverses | 79 |
4.1 | Stability of WP-inverses | 79 |
4.2 | Stability of CWP-inverses | 85 |
Ch. 5 | Perturbation bounds of W-projections | 93 |
5.1 | Only W is perturbed | 95 |
5.2 | Only A is perturbed | 97 |
5.3 | Both A and W are perturbed | 100 |
5.4 | When W [epsilon] P | 102 |
Ch. 6 | Upper error bounds of WLS and WLSE | 105 |
6.1 | Upper perturbation bounds of WLS | 105 |
6.2 | Upper perturbation bounds of WLSE | 113 |
Ch. 7 | Numerical computations of WLS | 121 |
7.1 | QRD | 121 |
7.1.1 | Householder transformations | 122 |
7.1.2 | Givens transformations | 124 |
7.1.3 | Householder and Givens column pivoting QRD | 127 |
7.1.4 | The MGS column pivoting QRD | 129 |
7.2 | LS by the QRD | 132 |
7.3 | Iterative refinement | 134 |
7.4 | Numerical computations of WLS | 137 |
7.4.1 | QRD for WLS | 139 |
7.4.2 | Weighted QR | 141 |
7.4.3 | Method based on Gaussian elimination | 142 |
7.4.4 | Nullspace-scaled hybrid algorithm | 144 |
Ch. 8 | Numerical computations of WLSE | 145 |
8.1 | Perturbation method | 145 |
8.2 | Method of weighting | 147 |
8.3 | Direct elimination methods | 149 |
8.4 | QRD based method | 150 |
8.5 | GSVD method | 152 |
8.6 | Numerical Examples | 153 |
Ch. 9 | Conclusion | 157 |
Bibliography | 161 | |
Index | 181 |
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