Perturbation bounds for discrete Tikhonov regularisation. (English) Zbl 0695.65022
The author uses the generalized singular value decomposition to derive perturbation bounds for the regularized solution of a least squares problem when both, the matrix and the right hand term, are perturbed.
Reviewer: G.Vainikko
MSC:
65F20 | Numerical solutions to overdetermined systems, pseudoinverses |