Condition numbers for the Moore-Penrose inverse and the least squares problem involving rank-structured matrices
Abstract
Perturbation theory plays a crucial role in sensitivity analysis, which is extensively used to assess the robustness of numerical techniques. To quantify the relative sensitivity of any problem, it becomes essential to investigate structured condition numbers (CNs) via componentwise perturbation theory. This paper addresses and analyzes structured mixed condition number (MCN) and componentwise condition number (CCN) for the Moore-Penrose (M-P) inverse and the minimum norm least squares (MNLS) solution involving rank-structured matrices, which include the Cauchy-Vandermonde (CV) matrices and {1, 1}-quasiseparable (QS) matrices. A general framework has been developed to compute the upper bounds for MCN and CCN of rank deficient parameterized matrices. This framework leads to faster computation of upper bounds of structured CNs for CV and {1, 1}-QS matrices. Furthermore, comparisons of obtained upper bounds are investigated theoretically and experimentally. In addition, the structured effective CNs for the M-P inverse and the MNLS solution of {1, 1}-QS matrices are presented. Numerical tests reveal the reliability of the proposed upper bounds as well as demonstrate that the structured effective CNs are computationally less expensive and can be substantially smaller compared to the unstructured CNs.
- Publication:
-
arXiv e-prints
- Pub Date:
- June 2023
- DOI:
- 10.48550/arXiv.2306.12177
- arXiv:
- arXiv:2306.12177
- Bibcode:
- 2023arXiv230612177S
- Keywords:
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- Mathematics - Numerical Analysis;
- 15A09;
- 15A12;
- 65F20;
- 65F35