Structured condition numbers of structured Tikhonov regularization problem and their estimations
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power-methodVandermonde matrixToeplitz matrixTikhonov regularizationstructured perturbationstructured matrixsmall sample condition estimationsingular value decompositionpreconditioningalgorithmposterior error estimationsnumerical exampleimage restorationHankel matrixconjugate gradient methodcondition numbercomponentwiseCauchy matrix
Conditioning of matrices (15A12) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical computation of matrix norms, conditioning, scaling (65F35)
Abstract: Both structured componentwise and structured normwise perturbation analysis of the Tikhonov regularization are presented. The structured matrices under consideration include: Toeplitz, Hankel, Vandermonde, and Cauchy matrices. Structured normwise, mixed and componentwise condition numbers for the Tikhonov regularization are introduced and their explicit expressions are derived. For the general linear structure, we prove the structured condition numbers are smaller than their corresponding unstructured counterparts based on the derived expressions. By means of the power method and small sample condition estimation, the fast condition estimation algorithms are proposed. Our estimation methods can be integrated into Tikhonov regularization algorithms that use the generalized singular value decomposition (GSVD). The structured condition numbers and perturbation bounds are tested on some numerical examples and compared with their unstructured counterparts. Our numerical examples demonstrate that the structured mixed condition numbers give sharper perturbation bounds than existing ones, and the proposed condition estimation algorithms are reliable.
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(19)- Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
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