Perturbation Analysis For Total Least Squares Problems With Linear Equality Constraint

This paper is devoted to perturbation analysis of the total least squares problem with linear equality constraint (TLSE). Different magnitudes of perturbations in input data are taken into account, and the proposed results deliver better estimates of forward errors of the solution than those based on already well-known condition numbers in several numerical tests. Relations between the TLSE solution/residual and the ones from the equality constrained least squares problem (LSE) are revealed. Various condition numbers and perturbation results for the LSE problem in literature can be recovered from newly derived results. (c) 2020 IMACS. Published by Elsevier B.V. All rights reserved.