Conditioning Theory for ML-Weighted Pseudoinverse and ML-Weighted Least Squares Problem

The conditioning theory of the ML-weighted least squares and ML-weighted pseudoinverse problems is explored in this article. We begin by introducing three types of condition numbers for the ML-weighted pseudoinverse problem: normwise, mixed, and componentwise, along with their explicit expressions. Utilizing the derivative of the ML-weighted pseudoinverse problem, we then provide explicit condition number expressions for the solution of the ML-weighted least squares problem. To ensure reliable estimation of these condition numbers, we employ the small-sample statistical condition estimation method for all three algorithms. The article concludes with numerical examples that highlight the results obtained.