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  
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).
Author NameAffiliation
Lingling YANG College of Mathematics and Statistics, Chongqing University, Chongqing 401331, P. R. China 
Hanyu LI College of Mathematics and Statistics, Chongqing University, Chongqing 401331, P. R. China 
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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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