Condition numbers for the Moore-Penrose inverse and the least squares problem involving rank-structured matrices

arXiv2306.12177MaRDI QIDQ6440976FDOQ6440976

Pinki Khatun, Author name not available (Why is that?)

Publication date: 21 June 2023

Abstract: Perturbation theory plays a crucial role in sensitivity analysis, which is extensively used to assess the robustness of numerical techniques. To quantify the relative sensitivity of any problem, it becomes essential to investigate structured condition numbers (CNs) via componentwise perturbation theory. This paper address and analyze structured mixed condition number (MCN) and componentwise condition number (CCN) for the Moore-Penrose (M-P) inverse and the minimum norm least squares (MNLS) solution involving rank-structured matrices, which include the Cauchy-Vandermonde (CV) matrices and $1,1$-quasiseparable (QS) matrices. A general framework has been developed first to compute the upper bounds for MCN and CCN of rank deficient parameterized matrices. This framework leads to faster computation of upper bounds of structured CNs for CV and $1,1$-QS matrices. Furthermore, comparisons of obtained upper bounds are investigated theoretically and experimentally. In addition, the structured effective CNs for the M-P inverse and the MNLS solution of $1,1$-QS matrices are presented. Numerical tests reveal the reliability of the proposed upper bounds as well as demonstrate that the effective CNs are computationally less expensive and can be substantially smaller compared to the unstructured CNs.

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

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