A contribution to perturbation analysis for total least squares problems

被引:20
作者
Xie, Pengpeng [1 ,4 ]
Xiang, Hua [3 ]
Wei, Yimin [1 ,2 ]
机构
[1] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China
[2] Shanghai Key Lab Contemporary Appl Math, Shanghai, Peoples R China
[3] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
[4] Ocean Univ China, Sch Math Sci, Qingdao 266100, Peoples R China
基金
中国国家自然科学基金;
关键词
Condition number; Singular value decomposition; Total least squares; CONDITION NUMBERS;
D O I
10.1007/s11075-017-0285-1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this note, we present perturbation analysis for the total least squares (Tls) problems under the genericity condition. We review the three condition numbers proposed respectively by Zhou et al. (Numer. Algorithm, 51 (2009), pp. 381-399), Baboulin and Gratton (SIAM J. Matrix Anal. Appl. 32 (2011), pp. 685-699), Li and Jia (Linear Algebra Appl. 435 (2011), pp. 674-686). We also derive new perturbation bounds.
引用
收藏
页码:381 / 395
页数:15
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