Abstract
In this paper, we consider the condition number theory for a linear function of the solution to the constrained and weighted least squares problem. We first present two explicit expressions without Kronecker product of normwise condition number using the classical method for condition numbers. Then, we derive the explicit expression of mixed and componentwise condition numbers by the dual techniques. To estimate these condition numbers with high reliability, we choose the probabilistic spectral norm estimator and the small-sample statistical condition estimation method and devise three algorithms. Numerical experiments are provided to illustrate the obtained results.
Funding Statement
This work is supported by the National Natural Science
Foundation of China (Grant No. 11771265).
Citation
Mahvish Samar. "Condition Numbers for a Linear Function of the Solution to the Constrained and Weighted Least Squares Problem and Their Statistical Estimation." Taiwanese J. Math. 25 (4) 717 - 741, August, 2021. https://doi.org/10.11650/tjm/201202
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