Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints

DOI10.1016/j.cam.2018.05.050zbMath1397.65063arXiv1612.03645OpenAlexW2808796299MaRDI QIDQ724555

Huai-An Diao

Publication date: 26 July 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03645

zbMATH Keywords

condition numberlinear least squarescomponentwise perturbationHager-Higham algorithmlinear least squares problem with equality constraints

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items (7)

A contribution to the conditioning theory of the indefinite least squares problems ⋮ On condition numbers of the total least squares problem with linear equality constraint ⋮ Perturbation analysis for total least squares problems with linear equality constraint ⋮ Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation ⋮ Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems ⋮ Condition numbers for the K-weighted pseudoinverse and their statistical estimation ⋮ Multidimensional Total Least Squares Problem with Linear Equality Constraints

Uses Software

• SONEST
• CONEST

Cites Work

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