通过定义一种新的加权广义逆,研究不定最小二乘问题和等式约束不定最小二乘问题。应用矩阵的双曲QR分解,得到这两个问题的解的表达形式,并且推出了关于这两个问题的解的扰动界.
A new kind of weighted generalized inverse was defined to study indefinite least squares (ILS) problem and equality constrained indefinite least squares (ILSE) problem. By applying hyperbolic-QR factorization, the solutions to the two problems were obtained. Also the perturbation bounds of the solutions were derived.