UDC 519.6
1 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
khimich505@gmail.com
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2 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
elena_nea@ukr.net
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EXISTENCE AND UNIQUENESS OF THE WEIGHTED NORMAL PSEUDOSOLUTION
Abstract. The problem of weighted least squares with positive definite
weights M
and N for matrices of arbitrary form and rank is analyzed.
The existence and uniqueness of the
M-weighted least-squares solution with
a minimal N-norm of the system
Ax = b are proved.
Keywords: weighted pseudoinverse matrix, weighted normal pseudosolution, weighted least squares problem.
FULL TEXT
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