On condition numbers of the total least squares problem with linear equality constraint

Numerical Algorithms(2022)

引用 6|浏览1
暂无评分
摘要
This paper is devoted to condition numbers of the total least squares problem with linear equality constraint (TLSE). With novel limit techniques, closed formulae for normwise, mixed and componentwise condition numbers of the TLSE problem are derived. Computable expressions and upper bounds for these condition numbers are also given to avoid the costly Kronecker product-based operations. The results unify the ones for the TLS problem. For TLSE problems with equilibratory input data, numerical experiments illustrate that normwise condition number-based estimate is sharp to evaluate the forward error of the solution, while for sparse and badly scaled matrices, mixed and componentwise condition number-based estimates are much tighter.
更多
查看译文
关键词
Total least squares problem with linear equality constraint,Weighted total least squares problem,Condition number,Perturbation analysis
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要