In this paper, we investigate the normwise condition numbers of the indefinite least squares problem with multiple right-hand sides with respect to the weighted Frobenius norm and $ 2 $-norm. The closed formulas or upper bounds for these condition numbers are presented, which extend the earlier work for the indefinite least squares problem with single right-hand side. Numerical experiments are performed to illustrate the tightness of the upper bounds.
Citation: Limin Li. Normwise condition numbers of the indefinite least squares problem with multiple right-hand sides[J]. AIMS Mathematics, 2022, 7(3): 3692-3700. doi: 10.3934/math.2022204
In this paper, we investigate the normwise condition numbers of the indefinite least squares problem with multiple right-hand sides with respect to the weighted Frobenius norm and $ 2 $-norm. The closed formulas or upper bounds for these condition numbers are presented, which extend the earlier work for the indefinite least squares problem with single right-hand side. Numerical experiments are performed to illustrate the tightness of the upper bounds.
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