Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution

DOI10.1007/s10543-009-0213-4zbMath1168.65022MaRDI QIDQ1014905

Marc Baboulin, Serge Gratton

Publication date: 29 April 2009

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-009-0213-4

zbMATH Keywords

numerical example; condition numbers; adjoint operator; dual norm; componentwise perturbations; linear least squares solution

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

15A60: Norms of matrices, numerical range, applications of functional analysis to matrix theory

65F35: Numerical computation of matrix norms, conditioning, scaling

15A12: Conditioning of matrices

Related Items

A condition analysis of the weighted linear least squares problem using dual norms, On the condition number theory of the equality constrained indefinite least squares problem, A note on stable perturbations of Moore–Penrose inverses, On condition numbers for Moore–Penrose inverse and linear least squares problem involving Kronecker products, Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints, Structured condition numbers of structured Tikhonov regularization problem and their estimations, Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem, On the partial condition numbers for the indefinite least squares problem, On condition numbers for least squares with quadric inequality constraint

Uses Software

• LAPACK
• CLAPACK
• BLAS
• mctoolbox

Cites Work

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• Zusammenfassender Bericht. Genauigkeitsfragen bei der Lösung linearer Gleichungssysteme