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

التفاصيل البيبلوغرافية
العنوان: A contribution to condition numbers of the multidimensional total least squares problem with linear equality constraint
المؤلفون: Liu, Qiaohua, Jia, Zhigang, Wei, Yimin
سنة النشر: 2020
المجموعة: Computer Science
Mathematics
مصطلحات موضوعية: Mathematics - Numerical Analysis, 65F35
الوصف: 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.
Comment: 27 pages
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2012.09534
رقم الأكسشن: edsarx.2012.09534
قاعدة البيانات: arXiv