Asymptotic behaviour in linear least squares problems

M. R. Osborne

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)

    Abstract

    The asymptotic behaviour of a class of least squares problems when subjected to structured perturbations is considered. It is permitted that the number of rows (observations) in the design matrix can be unbounded while the number of degrees of freedom (variables) is fixed. It is shown that for certain classes of random data the solution sensitivity depends asymptotically on the condition number of the design matrix rather than on its square, which is the generic result for inconsistent systems when the norm of the residual is not small. Extension of these results to the case where the perturbations are due to rounding errors is considered.

    Original languageEnglish
    Pages (from-to)241-247
    Number of pages7
    JournalIMA Journal of Numerical Analysis
    Volume30
    Issue number1
    DOIs
    Publication statusPublished - Jan 2010

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