Statistical Condition Estimation for Linear Least Squares SIAM Journal on Matrix Analysis and Applications Volume 19, Number 4 pp. M. S. Reese Abstract. 4 Statistical condition estimation is applied to the linear least squares problem. A rigorous statistical theory exists that determines the probability of accuracy in the estimates. The method is as computationally efficient as normwise condition estimation methods, and it is easily adapted to respect structural constraints on perturbations of the input data.
Several examples illustrate the method.
65F35 PII .