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Indefinite Least Squares Problem with Quadratic Constraint and Its Condition Numbers
Authors:Mahvish SAMAR  Aamir FAROOQ  Chunlai MU and Iram MUSHTAQ
Institution:College of Mathematics and Statistics, Chongqing University, Chongqing 401331, P. R. China,College of Mathematics and Statistics, Chongqing University, Chongqing 401331, P. R. China,College of Mathematics and Statistics, Chongqing University, Chongqing 401331, P. R. China and Institute of Statistics, Nankai University, Tianjin 300071, P. R. China
Abstract:In this paper, we consider the indefinite least squares problem with quadratic constraint and its condition numbers. The conditions under which the problem has the unique solution are first presented. Then, the normwise, mixed, and componentwise condition numbers for solution and residual of this problem are derived. Numerical example is also provided to illustrate these results.
Keywords:indefinite least squares problem  quadratic constraint  normwise condition number  mixed condition number  componentwise condition number
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