Spectral condition numbers of orthogonal projections and full rank linear least squares residuals

DOI10.1137/090777773zbMATH Open1209.65047arXiv1003.2737OpenAlexW3125675794MaRDI QIDQ3079779FDOQ3079779

Authors: Joseph F. Grcar 

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: A simple formula is proved to be a tight estimate for the condition number of the full rank linear least squares residual with respect to the matrix of least squares coefficients and scaled 2-norms. The tight estimate reveals that the condition number depends on three quantities, two of which can cause ill-conditioning. The numerical linear algebra literature presents several estimates of various instances of these condition numbers. All the prior values exceed the formula introduced here, sometimes by large factors.

Full work available at URL: https://arxiv.org/abs/1003.2737

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zbMATH Keywords

residualprojectioncondition numberlinear least squares

Mathematics Subject Classification ID

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

Cited In (8)

• On the sensitivity of the spectral projection
• New multiplicative perturbation bounds on orthogonal projection
• Gram-Schmidt orthogonalization: 100 years and more
• On the perturbation of an \(L^2\)-orthogonal projection
• Role of the LBB condition in weak spectral projection methods
• A Comparison of Condition Numbers for the Full Rank Least Squares Problem
• The Linearized Inverse Problem in Multifrequency Electrical Impedance Tomography
• Mixed, componentwise condition numbers and small sample statistical condition estimation for generalized spectral projections and matrix sign functions

Uses Software

• Mathematica

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