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Structured condition numbers for the total least squares problem with linear equality constraint and their statistical estimation (2105.08132v2)
Published 17 May 2021 in math.NA and cs.NA
Abstract: In this paper, we derive the mixed and componentwise condition numbers for a linear function of the solution to the total least squares with linear equality constraint (TLSE) problem. The explicit expressions of the mixed and componentwise condition numbers by dual techniques under both unstructured and structured componentwise perturbations is considered. With the intermediate result, i.e. we can recover the both unstructured and structured condition number for the TLS problem. We choose the small-sample statistical condition estimation method to estimate both unstructured and structured condition numbers with high reliability. Numerical experiments are provided to illustrate the obtained results.