On the partial condition numbers for the indefinite least squares problem

作者：Li, Hanyu^*; Wang, Shaoxin

来源：Applied Numerical Mathematics, 2018, 123: 200-220.

DOI：10.1016/j.apnum.2017.09.006

• Indefinite least squares problem
• Total least squares problem
• Partial condition number
• Normwise condition number
• Mixed and componentwise condition number
• Probabilistic spectral norm estimator
• Small-sample statistical condition etimation

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 called the unified condition number, we first present an expression of the partial unified condition number when the data space is measured by a general weighted product norm. Then, by setting the specific norms and weight parameters, we obtain the expressions of the partial normwise, mixed and componentwise condition numbers. Moreover, the corresponding structured partial condition numbers are also taken into consideration when the problem is structured. Considering the connections between the indefinite and total least squares problems, we derive the (structured) partial condition numbers for the latter, which generalize the ones in the literature. To estimate these condition numbers effectively and reliably, the probabilistic spectral norm estimator and the small-sample statistical condition estimation method are applied and three related algorithms are devised. Finally, the obtained results are illustrated by numerical experiments.

• 出版日期2018-1
• 单位重庆大学; 曲阜师范大学