Condition numbers of the mixed least squares-total least squares problem revisited

被引：0

作者：

Liu, Qiaohua ^{[1
]}

Zhang, Qian ^{[1
]}

Shen, Dongmei ^{[2
]}

机构：

[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

[2] Shanghai Lixin Univ Accounting & Finance, Sch Stat & Math, Shanghai, Peoples R China

来源：

LINEAR & MULTILINEAR ALGEBRA | 2023年 / 71卷 / 13期

基金：

中国国家自然科学基金;

关键词：

Mixed least squares-total least squares problem; condition number; perturbation bound; linear structure; PERTURBATION ANALYSIS; TO-B; COMPONENTWISE; COLUMNS;

D O I：

10.1080/03081087.2022.2094861

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A recent study on the condition numbers of the mixed least squares-total least squares (MTLS) problem is due to Zheng and Yang (Numer Linear Algebra Appl. 2019;26(4):e2239). However, the associated expressions are not compact and the Kronecker-product operations make the computation costly. In this paper, we first present new and alternative closed formula for the first order perturbation estimate and condition numbers of the MTLS solution. Then we reveal the relationship between the new formula and Zheng and Yang's result. Several new computable formulae and perturbation bounds for the normwise condition number of the MTLS solution are also provided. Finally, mixed and componentwise condition numbers, structured condition numbers are investigated. Through a number of tests, they are shown to be tighter than the normwise condition numbers for sparse and structured problems.

引用

页码：2144 / 2162

页数：19

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