Abstract
In this article, we study the perturbation analysis for the (skew) Hermitian matrix least squares problem (LSP). Suppose that and are two sets of solutions to the (skew) Hermitian matrix least squares problem and the perturbed Hermitian matrix least squares problem , respectively. For any given , we derive general expressions of the least squares solutions that are closest to , and we present the corresponding distances between them under appropriate norms. Perturbation bounds for the nearest least squares solutions are further derived.
Citation
Si-Tao Ling. Rui-Rui Wang. Qing-Bing Liu. "Perturbation analysis for the (skew) Hermitian matrix least squares problem ." Ann. Funct. Anal. 9 (4) 435 - 450, November 2018. https://doi.org/10.1215/20088752-2017-0059
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