Perturbation analysis for mixed least squares–total least squares problems

In many linear parameter estimation problems, one can use the mixed least squares–total least squares (MTLS) approach to solve them. This paper is devoted to the perturbation analysis of the MTLS problem. Firstly, we present the normwise, mixed, and componentwise condition numbers of the MTLS problem, and find that the normwise, mixed, and componentwise condition numbers of the TLS problem and the LS problem are unified in the ones of the MTLS problem. In the analysis of the first‐order perturbation, we first provide an upper bound based on the normwise condition number. In order to overcome the problems encountered in calculating the normwise condition number, we give an upper bound for computing more effectively for the MTLS problem. As two estimation techniques for solving the linear parameter estimation problems, interesting connections between their solutions, their residuals for the MTLS problem, and the LS problem are compared. Finally, some numerical experiments are performed to illustrate our results.     

New perturbation bounds and condition numbers for the hyperbolic QR factorization

Using the modified matrix-vector equation approach, the technique of Lyapunov majorant function and the Banach fixed point theorem, we obtain some new rigorous perturbation bounds for R factor of the hyperbolic QR factorization under normwise perturbation. These bounds are always tighter than the one given in the literature. Moreover, the optimal first-order perturbation bounds and the normwise condition numbers for the hyperbolic QR factorization are also presented.     

Condition numbers and backward perturbation bound for linear matrix equations

This paper deals with the normwise perturbation theory for linear (Hermitian) matrix equations. The definition of condition number for the linear (Hermitian) matrix equations is presented. The lower and upper bounds for the condition number are derived. The estimation for the optimal backward perturbation bound for the Hermitian matrix equations is obtained. Copyright © 2010 John Wiley & Sons, Ltd.     

HR分解的精化扰动界（英文）

给出了HR分解的分量型和范数型的一阶扰动界.对于范数型,新的精化扰动界至少优于已有结果,特别的,新的关于R因子的扰动界远远优于已有的扰动界.     

On the perturbation of the Q‐factor of the QR factorization

This paper gives normwise and componentwise perturbation analyses for the Q‐factor of the QR factorization of the matrix A with full column rank when A suffers from an additive perturbation. Rigorous perturbation bounds are derived on the projections of the perturbation of the Q‐factor in the range of A and its orthogonal complement. These bounds overcome a serious shortcoming of the first‐order perturbation bounds in the literature and can be used safely. From these bounds, identical or equivalent first‐order perturbation bounds in the literature can easily be derived. When A is square and nonsingular, tighter and simpler rigorous perturbation bounds on the perturbation of the Q‐factor are presented. Copyright © 2011 John Wiley & Sons, Ltd.     

Mixed,componentwise condition numbers and small sample statistical condition estimation of Sylvester equations

We present a componentwise perturbation analysis for the continuous‐time Sylvester equations. Componentwise, mixed condition numbers and new perturbation bounds are derived for the matrix equations. The small sample statistical method can also be applied for the condition estimation. These condition numbers and perturbation bounds are tested on numerical examples and compared with the normwise condition number. The numerical examples illustrate that the mixed condition number gives sharper bounds than the normwise one. Copyright © 2011 John Wiley & Sons, Ltd.     

SR分解的乘法扰动界

In this paper, we present the first order perturbation bounds for the SR factorization with respect to left multiplicative perturbation, and the first order and rigorous perturbation bounds for this factorization with respect to right multiplicative perturbation.Moreover, taking the properties of SR factors into consideration, we also provide some refined perturbation bounds.     

Hermite矩阵特征值的新扰动界

本文研究了Hermite矩阵特征值的任意扰动,给出了新的绝对和相对扰动界．所给出的界改进了Hoffman-Wielandt和Kahan早期的结果．     

A condition analysis of the weighted linear least squares problem using dual norms

In this paper, based on the theory of adjoint operators and dual norms, we define condition numbers for a linear solution function of the weighted linear least squares problem. The explicit expressions of the normwise and componentwise condition numbers derived in this paper can be computed at low cost when the dimension of the linear function is low due to dual operator theory. Moreover, we use the augmented system to perform a componentwise perturbation analysis of the solution and residual of the weighted linear least squares problems. We also propose two efficient condition number estimators. Our numerical experiments demonstrate that our condition numbers give accurate perturbation bounds and can reveal the conditioning of individual components of the solution. Our condition number estimators are accurate as well as efficient.     

广义延拓矩阵在乘法扰动下特征空间的相对扰动界

在矩阵A与其扰动矩阵A有相同分块的谱分解下,对于以A为母矩阵的广义延拓矩阵凡（A）及以A为母矩阵的广义延拓矩阵凡（A）,使用特征值双分离度方法,给出了广义延拓矩阵n（A）与其扰动矩阵n（A）的特征空间在乘法扰动下的相对扰动界．     

Condition numbers and perturbation analysis for the Tikhonov regularization of discrete ill‐posed problems

One of the most successful methods for solving the least‐squares problem min_x∥Ax?b∥₂ with a highly ill‐conditioned or rank deficient coefficient matrix A is the method of Tikhonov regularization. In this paper, we derive the normwise, mixed and componentwise condition numbers and componentwise perturbation bounds for the Tikhonov regularization. Our results are sharper than the known results. Some numerical examples are given to illustrate our results. Copyright © 2010 John Wiley & Sons, Ltd.     

关于特征值的Hoffman-Wielandt型相对扰动界

本文主要研究了关于特征值的Hoffman-wielandt型相对扰动界，改进了LiRC和Ipsen I等人关于这方面的相应结果．     

Some New Perturbation Bounds for the Generalized Polar Decomposition

The changes in the unitary polar factor under both multiplicative and additive perturbation are studied. A multiplicative perturbation bound and a new additive perturbation bound, in which a different measure of perturbation is introduced, are presented.     

Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations

This paper is devoted to the perturbation analysis for nonsymmetric algebraic Riccati equations. The upper bounds for the normwise, mixed and componentwise condition numbers are presented. The results are illustrated by numerical examples.     

On Frobenius normwise condition numbers for Moore–Penrose inverse and linear least‐squares problems

Condition numbers play an important role in numerical analysis. Classical condition numbers are normwise: they measure the size of both input perturbations and output errors using norms. In this paper, we give explicit, computable expressions depending on the data, for the normwise condition numbers for the computation of the Moore–Penrose inverse as well as for the solutions of linear least‐squares problems with full‐column rank. Copyright © 2007 John Wiley & Sons, Ltd.     

关于特征值与广义特征值的Bauer-Fike型相对扰动界

本文研究特征值与广义特征值的Bauer-Fike型相对扰动界.我们给出了一些新的结果.这些界从一定的意义上改进了以往相应的结论.     

The perturbation bounds for the solution of weighted kronecker product linear systems using thew-weighted drazin inverse

The classical perturbation theory is extended to the weighted Kronecker product linear systems W(A? B)Wx =h. Upper bounds are derived for the normwise condition number.     

Condition Numbers for Structured Least Squares Problems

This paper studies the normwise perturbation theory for structured least squares problems. The structures under investigation are symmetric, persymmetric, skewsymmetric, Toeplitz and Hankel. We present the condition numbers for structured least squares. AMS subject classification (2000) 15A18, 65F20, 65F25, 65F50     

Structured perturbations of group inverse and singular linear system with index one

In this paper, we study the normwise perturbation theory of singular linear structured system with index one. The structures under investigation are Toeplitz, circulant, Hankel matrices. We show that the structured condition number is smaller than unstructured condition number. For specific right-hand side, we present the condition number for structured system.