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A contribution to condition numbers of the multidimensional total least squares problem with linear equality constraint

Numerical Analysis 2020-12-18 v1 Numerical Analysis

Abstract

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 multidimensional unconstrained weighed total least squares problem in the limit sense. With a limit technique, Kronecker-product-based formulae for normwise, mixed and componentwise condition numbers of the minimum Frobenius norm TLSE solution are given. Compact upper bounds of these condition numbers are provided to reduce the storage and computation cost. All expressions and upper bounds of these condition numbers unify the ones for the single-dimensional TLSE problem and multidimensional total least squares problem. Some numerical experiments are performed to illustrate our results.

Keywords

Cite

@article{arxiv.2012.09534,
  title  = {A contribution to condition numbers of the multidimensional total least squares problem with linear equality constraint},
  author = {Qiaohua Liu and Zhigang Jia and Yimin Wei},
  journal= {arXiv preprint arXiv:2012.09534},
  year   = {2020}
}

Comments

27 pages

R2 v1 2026-06-23T21:02:43.205Z