On condition numbers of the total least squares problem with linear equality constraint

被引:0
|
作者
Qiaohua Liu
Zhigang Jia
机构
[1] Shanghai University,Department of Mathematics
[2] Jiangsu Normal University,School of Mathematics and Statistics
[3] Jiangsu Normal University,Research Institute of Mathematical Science
来源
Numerical Algorithms | 2022年 / 90卷
关键词
Total least squares problem with linear equality constraint; Weighted total least squares problem; Condition number; Perturbation analysis; 65F35; 65F20;
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学科分类号
摘要
This paper is devoted to condition numbers of the total least squares problem with linear equality constraint (TLSE). With novel limit techniques, closed formulae for normwise, mixed and componentwise condition numbers of the TLSE problem are derived. Computable expressions and upper bounds for these condition numbers are also given to avoid the costly Kronecker product-based operations. The results unify the ones for the TLS problem. For TLSE problems with equilibratory input data, numerical experiments illustrate that normwise condition number-based estimate is sharp to evaluate the forward error of the solution, while for sparse and badly scaled matrices, mixed and componentwise condition number-based estimates are much tighter.
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页码:363 / 385
页数:22
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