Partial condition number for the equality constrained linear least squares problem

DOI10.1007/s10092-017-0221-8zbMath1385.65032arXiv1603.08290OpenAlexW2964302903MaRDI QIDQ1697269

Shaoxin Wang, Hanyu Li

Publication date: 15 February 2018

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.08290

zbMATH Keywords

algorithmnumerical examplelinear least squares problemequality constraintprobabilistic spectral norm estimatorpartial condition numbersmall-sample statistical condition estimation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items (11)

Backward error and condition number analysis for the indefinite linear least squares problem ⋮ A note on the condition number of the scaled total least squares problem ⋮ A contribution to the conditioning theory of the indefinite least squares problems ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ Structured condition numbers and statistical condition estimation for the \(LDU\) factorization ⋮ Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation ⋮ Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints ⋮ On the condition number theory of the equality constrained indefinite least squares problem ⋮ Condition numbers for the K-weighted pseudoinverse and their statistical estimation ⋮ Conditioning theory of the equality constrained quadratic programming and its applications ⋮ Sensitivity analysis for the block Cholesky downdating problem

Uses Software

• LSQR
• CRAIG

Cites Work

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