A contribution to perturbation analysis for total least squares problems

被引:0
|
作者
Pengpeng Xie
Hua Xiang
Yimin Wei
机构
[1] Fudan University,School of Mathematical Sciences
[2] Shanghai Key Laboratory of Contemporary Applied Mathematics,School of Mathematics and Statistics
[3] Wuhan University,School of Mathematical Sciences
[4] Ocean University of China,undefined
来源
Numerical Algorithms | 2017年 / 75卷
关键词
Condition number; Singular value decomposition; Total least squares; 15A09; 65F35;
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中图分类号
学科分类号
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
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页码:381 / 395
页数:14
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