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

Authors :
Liu, Qiaohua
Zhang, Qian
Shen, Dongmei
Source :
Linear & Multilinear Algebra. 2023, Vol. 71 Issue 13, p2144-2162. 19p.
Publication Year :
2023

Abstract

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. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*LINEAR algebra
*NUMBER theory

Details

Language :
English
ISSN :
03081087
Volume :
71
Issue :
13
Database :
Academic Search Index
Journal :
Linear & Multilinear Algebra
Publication Type :
Academic Journal
Accession number :
168582698
Full Text :
https://doi.org/10.1080/03081087.2022.2094861