Dear collegs,
Let us have a linear system:
Ax=b, (1)
A is a matrix of (N,N) shape, b, x are vectors of N shape. We decrease number of equations to form a underdetermined system:
A'x=b', (2)
A' is a matrix of (M,N) shape, b' is a vector of M shape, M < N.
Can we find any formula for a difference between normal pseudo-solution of the system (2) and exact solution of the system (1)?
Can we find how many equations must we use to estimate exact solution by normal pseudo-solution with the known precision?
Can we determine a convergence rate of the normal pseudo-solution to the exact one in dependence of matrix A parameters (condition number, singular values, etc.)?