In this paper, the upper bounds for two kinds of normiwse condition numbers are derived for $ \min\limits_{x}\|(A\otimes B)x-b\|_2 $ when the coefficient matrix is of rank deficient. In addition, the upper bounds on the mixed and componentwise condition numbers are also given. Numerical experiments are given to confirm our results.
Citation: Lingsheng Meng, Limin Li. Condition numbers of the minimum norm least squares solution for the least squares problem involving Kronecker products[J]. AIMS Mathematics, 2021, 6(9): 9366-9377. doi: 10.3934/math.2021544
In this paper, the upper bounds for two kinds of normiwse condition numbers are derived for $ \min\limits_{x}\|(A\otimes B)x-b\|_2 $ when the coefficient matrix is of rank deficient. In addition, the upper bounds on the mixed and componentwise condition numbers are also given. Numerical experiments are given to confirm our results.
[1] | M. Arioli, M. Baboulin, S. Gratton, A partial condition number for linear least squares problems, SIAM J. Matrix Anal. Appl., 29 (2007), 413–433. doi: 10.1137/050643088 |
[2] | A. Barrlund, Efficient solution of constrained least squares problems with Kronecker product structure, SIAM J. Matrix Anal. Appl., 19 (1994), 154–160. |
[3] | A. Ben-Israel, On error bounds for generalized inverses, SIAM J. Numer. Anal., 3 (1966), 585–592. doi: 10.1137/0703050 |
[4] | E. H. Bergou, S. Gratton, J. Tshimanga, The exact condition number of the truncated singular value solution of a linear ill-posed problem, SIAM J. Matrix Anal. Appl., 35 (2014), 1073–1085. doi: 10.1137/120869286 |
[5] | T. Chen, W. Li, On condition numbers for the weighted Moore-Penrose inverse and the weighted least squares problem involving Kronecker products, East Asian J. Appl. Math., 4 (2014), 1–20. doi: 10.4208/eajam.230313.070913a |
[6] | D. Chu, L. Lin, R. C. E. Tan, Y. Wei, Condition numbers and perturbation analysis for the Tikhonov regularization of discrete ill-posed problems, Numer. Linear Algebra Appl., 18 (2011), 87–103. doi: 10.1002/nla.702 |
[7] | H. Diao, W. Wang, Y. Wei, S. Qiao, On condition numbers for Moore-Penrose inverse and linear least squares problem involving Kronecker products, Numer. Linear Algebra Appl., 20 (2013), 44–59. doi: 10.1002/nla.1823 |
[8] | D. W. Fausett, C. T. Fulton, Large least squares problems involving Kronecker products, SIAM J. Matrix Anal. Appl., 15 (1994), 219–227. doi: 10.1137/S0895479891222106 |
[9] | D. W. Fausett, C. T. Fulton, H. Hashish, Improved parallel QR method for large least squares problems involving Kronecker products, J. Comput. Appl. Math., 78 (1997), 63–78. doi: 10.1016/S0377-0427(96)00109-4 |
[10] | C. T. Fulton, L. Wu, Parallel algorithms for large least squares problems involving Kronecker products, Nonlinear Anal. Theory Methods Appl., 30 (1997), 5033–5040. doi: 10.1016/S0362-546X(97)00189-2 |
[11] | I. Gohberg, I. Koltracht, Mixed, componentwise, and structured condition numbers, SIAM J. Matrix Anal. Appl., 14 (1993), 688–704. doi: 10.1137/0614049 |
[12] | G. H. Golub, C. F. Van Loan, Matrix computations, 4th ed., Johns Hopkins University Press, Baltimore, 2013. |
[13] | A. Graham, Kronecker products and matrix calculus with application, Wiley, New York, 1981. |
[14] | S. Gratton, On the condition number of linear least squares problems in a weighted Frobenius norm, BIT Numer. Math., 36 (1996), 523–530. doi: 10.1007/BF01731931 |
[15] | N. J. Higham, Accuracy and stability of numerical algorithms, 2nd ed., SIAM, Philadelphia, 2002. |
[16] | W. Kang, H. Xiang, Condition numbers with their condition numbers for the weighted Moore-Penrose inverse and the weighted least squares solution, J. Appl. Math. Comput., 22 (2006), 95–112. doi: 10.1007/BF02896463 |
[17] | W. Kang, H. Xiang, Level-2 condition numbers for least-squares solution of Kronecker product linear systems, Int. J. Comput. Math., 85 (2008), 827–841. doi: 10.1080/00207160701464557 |
[18] | A. Marco, J. J. Martínez, R. Viaña, Least squares problems involving generalized Kronecker products and application to bivariate polynomial regression, Numer. Algorithms, 82 (2019), 21–39. doi: 10.1007/s11075-018-0592-1 |
[19] | P. A. Regalia, S. K. Mitra, Kronecker products, unitary matrices and signal processing applications, SIAM Rev., 31 (1989), 586–613. doi: 10.1137/1031127 |
[20] | J. Rohn, New condition numbers for matrices and linear systems, Computing, 41 (1989), 167–169. doi: 10.1007/BF02238741 |
[21] | Y. Wei, H. Diao, S. Qiao, Condition number for weighted linear least squares problem, J. Comput. Math., 25 (2007), 561–572. |
[22] | H. Xiang, H. Diao, Y. Wei, On perturbation bounds of Kronecker product linear systems and their level-2 condition numbers, J. Comput. Appl. Math., 183 (2005), 210–231. doi: 10.1016/j.cam.2005.01.014 |
[23] | H. Zhang, H. Xiang, Y. Wei, Condition numbers for linear systems and Kronecker product linear systems with multiple right-hand sides, Int. J. Comput. Math., 84 (2007), 1805–1817. doi: 10.1080/00207160701332390 |