Partial condition number for the equality constrained linear least squares problem (Q1697269)
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| Language | Label | Description | Also known as |
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| English | Partial condition number for the equality constrained linear least squares problem |
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Partial condition number for the equality constrained linear least squares problem (English)
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15 February 2018
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The authors consider the partial condition number of an equality constrained linear least squares problem in terms of the Frobenius norm on both data and solution spaces. It is computed as a condition number of a linear function of the problem solution. They also derive statistical estimates and algorithms of the results presented in the paper, together with relevant numerical experiments.
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linear least squares problem
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equality constraint
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partial condition number
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probabilistic spectral norm estimator
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small-sample statistical condition estimation
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algorithm
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numerical example
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