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The condition number of a linear function of the indefinite least squares solution is called the partial condition number for the indefinite least squares problem. In this paper, based on a new and very general condition number which can be…

Numerical Analysis · Mathematics 2016-09-05 Hanyu Li , Shaoxin Wang

In this paper, we derive the mixed and componentwise condition numbers for a linear function of the solution to the total least squares with linear equality constraint (TLSE) problem. The explicit expressions of the mixed and componentwise…

Numerical Analysis · Mathematics 2021-11-09 Mahvish Samar

In this paper, we consider the explicit expressions of the normwise condition number for the scaled total least squares problem. Some techniques are introduced to simplify the expression of the condition number, and some new results are…

Numerical Analysis · Mathematics 2019-07-08 Shaoxin Wang , Hanyu Li , Hu Yang

In this paper, based on the theory of adjoint operators and dual norms, we define condition numbers for a linear solution function of the weighted linear least squares problem. The explicit expressions of the normwise and componentwise…

Numerical Analysis · Mathematics 2017-05-23 Huai-An Diao , Liming Liang , Sanzheng Qiao

In this paper, within a unified framework of the condition number theory we present the explicit expression of the projected condition number of the equality constrained indefinite least squares problem. By setting specific norms and…

Numerical Analysis · Mathematics 2020-07-24 Shaoxin Wang , Hanyu Li , Hu Yang

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…

Numerical Analysis · Mathematics 2021-11-01 Qiaohua Liu , Zhigang Jia

In this paper, we consider the mixed and componentwise condition numbers for a linear function of the solution to the linear least squares problem with equality constrains (LSE). We derive the explicit expressions of the mixed and…

Numerical Analysis · Mathematics 2016-12-13 Huai-An Diao

In this paper, we consider the mixed and componentwise condition numbers for a linear function of the solution to the total least squares (TLS) problem. We derive the explicit expressions of the mixed and componentwise condition numbers…

Numerical Analysis · Mathematics 2016-12-28 Huai-An Diao , Yang Sun

This paper is devoted to condition numbers of the multidimensional total least squares problem with linear equality constraint (TLSE). Based on the perturbation theory of invariant subspace, the TLSE problem is proved to be equivalent to a…

Numerical Analysis · Mathematics 2020-12-18 Qiaohua Liu , Zhigang Jia , Yimin Wei

In this paper, we address the accuracy of the results for the overdetermined full rank linear least squares problem. We recall theoretical results obtained in Arioli, Baboulin and Gratton, SIMAX 29(2):413--433, 2007, on conditioning of the…

Numerical Analysis · Mathematics 2007-10-04 Marc Baboulin , Jack Dongarra , Serge Gratton , Julien Langou

In this paper, we concentrate on the backward error and condition number of the indefinite least squares problem. For the normwise backward error of the indefinite least square problem, we adopt the linearization method to derive the tight…

Numerical Analysis · Mathematics 2016-12-21 Huai-An Diao , Tong-Yu Zhou

The condition number of solutions to full rank linear least-squares problem are shown to be given by an optimization problem that involves nuclear norms of rank 2 matrices. The condition number is with respect to the least-squares…

Numerical Analysis · Mathematics 2015-03-13 Joseph F. Grcar

A simple formula is proved to be a tight estimate for the condition number of the full rank linear least squares residual with respect to the matrix of least squares coefficients and scaled 2-norms. The tight estimate reveals that the…

Numerical Analysis · Mathematics 2015-03-13 Joseph F. Grcar

We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear system Ax=b, we show that this condition number can be computed using the singular values and the…

Numerical Analysis · Computer Science 2010-12-30 Marc Baboulin , Serge Gratton

In this paper, we present explicit expressions for the mixed and componentwise condition numbers of the truncated total least squares (TTLS) solution of $A\boldsymbol{x} \approx \boldsymbol{b} $ under the genericity condition, where $A$ is…

Numerical Analysis · Mathematics 2020-04-30 Qing-Le Meng , Huai-An Diao , Zheng-Jian Bai

A new closed formula for the first order perturbation estimate of the mixed least squares-total least squares (MTLS) solution is presented. It is mathematically equivalent to the one by Zheng and Yang(Numer. Linear Algebra Appl. 2019;…

Numerical Analysis · Mathematics 2020-12-04 Qiaohua Liu , Qian Zhang , Dongmei Shen

This paper is concerned with the design and analysis of least squares solvers for ill-posed PDEs that are conditionally stable. The norms and the regularization term used in the least squares functional are determined by the ingredients of…

Numerical Analysis · Mathematics 2023-06-02 Wolfgang Dahmen , Harald Monsuur , Rob Stevenson

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

In the high-dimensional data setting, the sample covariance matrix is singular. In order to get a numerically stable and positive definite modification of the sample covariance matrix in the high-dimensional data setting, in this paper we…

Numerical Analysis · Mathematics 2021-01-20 Shaoxin Wang

This paper concerns singular value decomposition (SVD)-based computable formulas and bounds for the condition number of the Total Least Squares (TLS) problem. For the TLS problem with the coefficient matrix $A$ and the right-hand side $b$,…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia , Bingyu Li
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