English

Uniqueness and stability for the solution of a nonlinear least squares problem

Numerical Analysis 2021-04-23 v1 Information Theory Numerical Analysis math.IT

Abstract

In this paper, we focus on the nonlinear least squares: \mboxminxHdAxb\mbox{min}_{\mathbf{x} \in \mathbb{H}^d}\| |A\mathbf{x}|-\mathbf{b}\| where AHm×dA\in \mathbb{H}^{m\times d}, bRm\mathbf{b} \in \mathbb{R}^m with H{R,C}\mathbb{H} \in \{\mathbb{R},\mathbb{C} \} and consider the uniqueness and stability of solutions. Such problem arises, for instance, in phase retrieval and absolute value rectification neural networks. For the case where b=Ax0\mathbf{b}=|A\mathbf{x}_0| for some x0Hd\mathbf{x}_0\in \mathbb{H}^d, many results have been developed to characterize the uniqueness and stability of solutions. However, for the case where bAx0\mathbf{b} \neq |A\mathbf{x}_0| for any x0Hd\mathbf{x}_0\in \mathbb{H}^d, there is no existing result for it to the best of our knowledge. In this paper, we first focus on the uniqueness of solutions and show for any matrix AHm×dA\in \mathbb{H}^{m \times d} there always exists a vector bRm\mathbf{b} \in \mathbb{R}^m such that the solution is not unique. But, in real case, such ``bad'' vectors b\mathbf{b} are negligible, namely, if bR+m\mathbf{b} \in \mathbb{R}_{+}^m does not lie in some measure zero set, then the solution is unique. We also present some conditions under which the solution is unique. For the stability of solutions, we prove that the solution is never uniformly stable. But if we restrict the vectors b\mathbf{b} to any convex set then it is stable.

Keywords

Cite

@article{arxiv.2104.10841,
  title  = {Uniqueness and stability for the solution of a nonlinear least squares problem},
  author = {Meng Huang and Zhiqiang Xu},
  journal= {arXiv preprint arXiv:2104.10841},
  year   = {2021}
}

Comments

22 pages

R2 v1 2026-06-24T01:25:06.631Z