论文标题
截短的总正方形问题及其估计的条件编号
Condition numbers for the truncated total least squares problem and their estimations
论文作者
论文摘要
在本文中,我们介绍了$ a \ boldsymbol {x} \ of boldsymbol {b boldsymbol {b} $在通用条件下的混合和零件状态数量的明确表达式,在$ a $ a $ a $是$ m \ times n $ m \ times n $ bolds $ $ $ \ boldsymbol \ boldsymbol \ boldsymbol {b boldsymbol {b}。此外,我们揭示了TTLS问题的常态,综合状态和混合条件号可以恢复以前最小二乘问题(TLS)问题的先前相应的对应物,而TTLS问题的截短级别为$ n $。当$ a $是一个结构化矩阵时,研究结构化截短的TLS(STTL)问题的结构化扰动,并获得了结构化官能化的相应的显式表达式,构成了STTLS问题的组件和混合条件数量。此外,研究了结构化和非结构化的规范性,componitewise和混合条件数量的关系。基于小样本统计条件估计(SCE),设计了非结构化和结构化规范,混合和组件的可靠条件估计算法,它利用了增强矩阵$ [a〜 \ boldsymbol {b}] $的SVD。有效提出的条件估计算法可以集成到中小型TTLS问题的基于SVD的直接求解器中,以给出数值TTLS解决方案的误差估计。据报道,数值实验说明了所提出的估计算法的可靠性,这与我们的理论结果一致。
In this paper, we present explicit expressions for the mixed and componentwise condition numbers of the truncated total least squares (TTLS) solution of $A\boldsymbol{x} \approx \boldsymbol{b} $ under the genericity condition, where $A$ is a $m\times n$ real data matrix and $\boldsymbol{b}$ is a real $m$-vector. Moreover, we reveal that normwise, componentwise and mixed condition numbers for the TTLS problem can recover the previous corresponding counterparts for the total least squares (TLS) problem when the truncated level of for the TTLS problem is $n$. When $A$ is a structured matrix, the structured perturbations for the structured truncated TLS (STTLS) problem are investigated and the corresponding explicit expressions for the structured normwise, componentwise and mixed condition numbers for the STTLS problem are obtained. Furthermore, the relationships between the structured and unstructured normwise, componentwise and mixed condition numbers for the STTLS problem are studied. Based on small sample statistical condition estimation (SCE), reliable condition estimation algorithms for both unstructured and structured normwise, mixed and componentwise are devised, which utilize the SVD of the augmented matrix $[A~\boldsymbol{b} ]$. The efficient proposed condition estimation algorithms can be integrated into the SVD-based direct solver for the small and medium size TTLS problem to give the error estimation for the numerical TTLS solution. Numerical experiments are reported to illustrate the reliability of the proposed estimation algorithms, which coincide with our theoretical results.