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East Asian Journal on Applied Mathematics East Asian Journal on Applied Mathematics

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On Condition Numbers for the Weighted Moore-Penrose Inverse and the Weighted Least Squares Problem involving Kronecker Products

Published online by Cambridge University Press:  28 May 2015

T. T. Chen  and
W. Li
T. T. Chen*
Affiliation:
School of Mathematical Sciences, South China Normal University, Guangzhou, 510631, China
W. Li
Affiliation:
School of Mathematical Sciences, South China Normal University, Guangzhou, 510631, China
*
Corresponding author. Email: liwen@scnu.edu.cn
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Abstract

We establish some explicit expressions for norm-wise, mixed and componentwise condition numbers for the weighted Moore-Penrose inverse of a matrix A ⊗ B and more general matrix function compositions involving Kronecker products. The condition number for the weighted least squares problem (WLS) involving a Kronecker product is also discussed.

Keywords

65F10(Weighted) Moore-Penrose inverseweighted least squaresKronecker productcondition number
Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 4 , Issue 1 , February 2014 , pp. 1 - 20
Copyright
Copyright © Global-Science Press 2014

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On Condition Numbers for the Weighted Moore-Penrose Inverse and the Weighted Least Squares Problem involving Kronecker Products
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