Some results on condition numbers of the scaled total least squares problem (Q541931)
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English | Some results on condition numbers of the scaled total least squares problem |
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Some results on condition numbers of the scaled total least squares problem (English)
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8 June 2011
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A new expression for the first order estimate of the perturbation in the scaled total least squares (STLS) solution is derived. Based on this estimate, the structured condition numbers for those STLS problems with some linear structures is studied. Numerical experiments show that the structured condition numbers can be markedly smaller than their unstructured counterparts.
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scaled total least squares
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total least squares
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structured condition number
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perturbation analysis
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