On condition numbers of the total least squares problem with linear equality constraint

DOI10.1007/S11075-021-01191-WMaRDI QIDQ2129641zbMATH OpenOpenAlexFDO

Authors Qiaohua Liu, Zhigang Jia

Publication date 22 April 2022

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.08233

zbMATH Keywords

condition numberperturbation analysislinear equality constrainttotal least squares problemweighted total least squares problem

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

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.

Recommendations

• Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
• Perturbation analysis for total least squares problems with linear equality constraint
• Condition numbers of the multidimensional total least squares problem
• On the condition number of the total least squares problem
• A Contribution to the Conditioning of the Total Least-Squares Problem

Cites work

• scientific article; zbMATH DE number 3783337 (Why is no real title available?)
• scientific article; zbMATH DE number 51511 (Why is no real title available?)
• scientific article; zbMATH DE number 1734139 (Why is no real title available?)
• scientific article; zbMATH DE number 1748567 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• A Contribution to the Conditioning of the Total Least-Squares Problem
• A Gauss-Newton iteration for total least squares problems
• A Theory of Condition
• A contribution to perturbation analysis for total least squares problems
• A contribution to the theory of condition
• A flexible condition number for weighted linear least squares problem and its statistical estimation
• A new approach to constrained total least squares image restoration
• A note on constrained total least-squares estimation
• Algebraic relations between the total least squares and least squares problems with more than one solution
• An Analysis of the Total Least Squares Problem
• Condition number for weighted linear least squares problem
• Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints
• Condition numbers of the multidimensional total least squares problem
• Condition numbers of the multidimensional total least squares problems having more than one solution
• Efficient implementation of a structured total least squares based speech compression method
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Generalized inverses. Theory and applications.
• Introduction to applied linear algebra. Vectors, matrices, and least squares
• Methods for large scale total least squares problems
• Misfit versus latency
• Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
• Mixed, Componentwise, and Structured Condition Numbers
• Multidimensional total least squares problem with linear equality constraints
• On condition numbers for least squares with quadric inequality constraint
• On direct elimination methods for solving the equality constrained least squares problem
• On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems
• On the Asymptotic Behavior of Scaled Singular Value and QR Decompositions
• On the condition number of linear least squares problems in a weighted Frobenius norm
• On the condition number of the total least squares problem
• Overview of total least-squares methods
• Partial singular value decomposition algorithm
• Perceptual audio modeling with exponentially damped sinusoids
• Perturbation Theory for the Rank-Deficient Equality Constrained Least Squares Problem
• Perturbation analysis and condition numbers of scaled total least squares problems
• Perturbation analysis for mixed least squares–total least squares problems
• Perturbation analysis for total least squares problems with linear equality constraint
• Randomized algorithms for total least squares problems
• Small sample statistical condition estimation for the total least squares problem
• Some new properties of the equality constrained and weighted least squares problem
• Some results on condition numbers of the scaled total least squares problem
• The Analysis for the Total Least Squares Problem with More Than One Solution
• The Kronecker product and stochastic automata networks
• The revisited total least squares problems with linear equality constraint
• Upper Perturbation Bounds of Weighted Projections, Weighted and Constrained Least Squares Problems

Cited in

(16)

• Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation
• On condition numbers for least squares with quadric inequality constraint
• The revisited total least squares problems with linear equality constraint
• Condition numbers of the multidimensional total least squares problems having more than one solution
• Multidimensional total least squares problem with linear equality constraints
• Small sample statistical condition estimation for the total least squares problem
• A Contribution to the Conditioning of the Total Least-Squares Problem
• Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables
• Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
• On the condition number of the total least squares problem
• Condition numbers of multidimensional mixed least squares-total least squares problems
• Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution
• Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints
• Partial condition number for the equality constrained linear least squares problem
• A Partial Condition Number for Linear Least Squares Problems
• Condition numbers of the multidimensional total least squares problem

Describes a project that uses

Uses Software

• VanHuffel

This page was built for publication: On condition numbers of the total least squares problem with linear equality constraint

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2129641)