Condition Numbers for Indefinite Least Squares Problem with Multiple Right-Hand Sides |
Received:November 15, 2016 Revised:February 27, 2017 |
Key Words:
indefinite least squares problem multiple right-hand sides normwise condition number mixed condition number componentwise condition number structured condition number
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Fund Project:Supported by the National Natural Science Foundation of China (Grant No.11671060) and the Fundamental Research Funds for the Central Universities (Grant No.106112015CDJXY100003). |
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Abstract: |
In this paper, we investigate the condition numbers for indefinite least squares problem with multiple right-hand sides. The normwise, mixed and componentwise condition numbers and the corresponding structured condition numbers are presented. The structured matrices under consideration include the linear structured matrices, such as the Toeplitz, Hankel, symmetric, and tridiagonal matrices, and the nonlinear structured matrices, such as the Vandermonde and Cauchy matrices. Numerical examples show that the structured condition numbers are tighter than the unstructured ones. |
Citation: |
DOI:10.3770/j.issn:2095-2651.2017.06.008 |
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