Mixed and componentwise condition numbers for a linear function of the solution of the linear least squares problem with equality constrains
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 componentwise condition numbers through the dual techniques. The shar...
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Zusammenfassung: | 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
componentwise condition numbers through the dual techniques. The sharp upper
bounds for the derived mixed and componentwise condition numbers are obtained,
which can be estimated efficiently by means of the classical Hager-Higham
algorithm for estimating matrix one-norm during using the generalized QR
factorization method for solving LSE. The numerical examples show that the
derived condition numbers can give sharp perturbation bounds, on the other hand
normwise condition numbers can severely overestimate the relative errors
because normwise condition numbers ignore the data sparsity and scaling. |
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DOI: | 10.48550/arxiv.1612.03645 |