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- Title
Partial condition number for the equality constrained linear least squares problem.
- Authors
Li, Hanyu; Wang, Shaoxin
- Abstract
In this paper, the normwise condition number of a linear function of the equality constrained linear least squares solution called the partial condition number is considered. Its expression and closed formulae are first presented when the data space and the solution space are measured by the weighted Frobenius norm and the Euclidean norm, respectively. Then, we investigate the corresponding structured partial condition number when the problem is structured. To estimate these condition numbers with high reliability, the probabilistic spectral norm estimator and the small-sample statistical condition estimation method are applied and two algorithms are devised. The obtained results are illustrated by numerical examples.
- Subjects
LEAST squares; ALGORITHMS; ISOTONIC regression; ALGEBRA; LINEAR programming
- Publication
Calcolo, 2017, Vol 54, Issue 4, p1121
- ISSN
0008-0624
- Publication type
Article
- DOI
10.1007/s10092-017-0221-8