The interest in the problem of weighted pseudoinverse matrices and the problem of weighted least squares (WLS) is largely due to their numerous applications. In particular, the problem of WLS is used in the design and optimization of building structures, in tomography, in statistics, etc. The first part of the chapter is devoted to the sensitivity of the solution to the WLS problem with approximate initial data. The second part investigates the properties of a SLAE with approximate initial data and presents an algorithm for finding a weighted normal pseudo solution of a WLS problem with approximate initial data, an algorithm for solving a WLS problem with symmetric positive semidefinite matrices and an approximate right side and also a parallel algorithm for solving a WLS problem. The third part is devoted to the analysis of the reliability of computer solutions of the WLS problem with approximate initial data. Here, estimates of the total error of the WLS problem are presented, and also software-algorithmic approaches to improving the accuracy of computer solutions.
Part of the book: Matrix Theory