On condition numbers of the total least squares problem with linear equality constraint
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Publication:2129641
DOI10.1007/S11075-021-01191-WzbMATH Open1490.65075arXiv2008.08233OpenAlexW4210764434MaRDI QIDQ2129641FDOQ2129641
Publication date: 22 April 2022
Published in: Numerical Algorithms (Search for Journal in Brave)
Abstract: This paper is devoted to condition numbers of the total least squares problem with linear equality constraint (TLSE). With novel limit techniques, closed formulae for normwise, mixed and componentwise condition numbers of the TLSE problem are derived. Computable expressions and upper bounds for these condition numbers are also given to avoid the costly Kronecker product-based operations. The results unify the ones for the TLS problem. For TLSE problems with equilibratory input data, numerical experiments illustrate that normwise condition number-based estimate is sharp to evaluate the forward error of the solution, while for sparse and badly scaled matrices, mixed and componentwise condition numbers-based estimates are much tighter.
Full work available at URL: https://arxiv.org/abs/2008.08233
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condition numberperturbation analysislinear equality constrainttotal least squares problemweighted total least squares problem
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)
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Cited In (10)
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