On optimal backward perturbation bounds for the linear least squares problem

被引:0
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作者
Ji-Guang Sun
机构
[1] Umeå University,Department of Computing Science
来源
BIT Numerical Mathematics | 1997年 / 37卷
关键词
65F20; Linear least squares problem; backward perturbations;
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摘要
Consider the linear least squares problem minx‖b−Ax‖2 whereA is anm×n (m<n) matrix, andb is anm-dimensional vector. Lety be ann-dimensional vector, and let ηls(y) be the optimal backward perturbation bound defined by\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\eta _{LS} (y) = \inf \{ ||F||_F :y is a solution to \mathop {min}\limits_x ||b - (A + F)x||_2 \} .$$ \end{document}. An explicit expression of ηls(y) (y≠0) has been given in [8]. However, if we define the optimal backward perturbation bounds ηmls(y) by\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\eta _{MLS} (y) = \inf \{ ||F||_F :y is the minimum 2 - norm solution to \mathop {min}\limits_x ||b - (A + F)x||_2 \} ,$$ \end{document}, it may well be asked: How to derive an explicit expression of ηmls(y)? This note gives an answer. The main result is: Ifb≠0 andy≠0, then ηmls(y)=ηls (y).
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页码:179 / 188
页数:9
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