In this article, we consider the structured condition numbers for LDU, factorization by using the modified matrix-vector approach and the differential calculus, which can be represented by sets of parameters. By setti...In this article, we consider the structured condition numbers for LDU, factorization by using the modified matrix-vector approach and the differential calculus, which can be represented by sets of parameters. By setting the specific norms and weight parameters, we present the expressions of the structured normwise, mixed, componentwise condition numbers and the corresponding results for unstructured ones. In addition, we investigate the statistical estimation of condition numbers of LDU factorization using the probabilistic spectral norm estimator and the small-sample statistical condition estimation method, and devise three algorithms. Finally, we compare the structured condition numbers with the corresponding unstructured ones in numerical experiments.展开更多
In this paper, we investigate the condition numbers for indefinite least squares problem with multiple right-hand sides. The normwise, mixed and componentwise condition numbers and the corresponding structured conditi...In this paper, we investigate the condition numbers for indefinite least squares problem with multiple right-hand sides. The normwise, mixed and componentwise condition numbers and the corresponding structured condition numbers are presented. The structured matrices under consideration include the linear structured matrices, such as the Toeplitz, Hankel, symmetric, and tridiagonal matrices, and the nonlinear structured matrices, such as the Vandermonde and Cauchy matrices. Numerical examples show that the structured condition numbers are tighter than the unstructured ones.展开更多
In this paper,we consider the indefinite least squares problem with quadratic constraint and its condition numbers.The conditions under which the problem has the unique solution are first presented.Then,the normwise,m...In this paper,we consider the indefinite least squares problem with quadratic constraint and its condition numbers.The conditions under which the problem has the unique solution are first presented.Then,the normwise,mixed,and componentwise condition numbers for solution and residual of this problem are derived.Numerical example is also provided to illustrate these results.展开更多
In this article,some new rigorous perturbation bounds for the SR decomposition un-der normwise or componentwise perturbations for a given matrix are derived.Also,the explicit expressions for the mixed and componentwis...In this article,some new rigorous perturbation bounds for the SR decomposition un-der normwise or componentwise perturbations for a given matrix are derived.Also,the explicit expressions for the mixed and componentwise condition numbers are presented by utilizing the block matrix-vector equation approach.Hypothetical and trial results demonstrate that these new bounds are constantly more tightly than the comparing ones in the literature.展开更多
In this study,an iterative algorithm is proposed to solve the nonlinear matrix equation X+A∗eXA=In.Explicit expressions for mixed and componentwise condition numbers with their upper bounds are derived to measure the ...In this study,an iterative algorithm is proposed to solve the nonlinear matrix equation X+A∗eXA=In.Explicit expressions for mixed and componentwise condition numbers with their upper bounds are derived to measure the sensitivity of the considered nonlinear matrix equation.Comparative analysis for the derived condition numbers and the proposed algorithm are presented.The proposed iterative algorithm reduces the number of iterations significantly when incorporated with exact line searches.Componentwise condition number seems more reliable to detect the sensitivity of the considered equation than mixed condition number as validated by numerical examples.展开更多
基金Supported by the National Natural Science Foundation of China(11671060).
文摘In this article, we consider the structured condition numbers for LDU, factorization by using the modified matrix-vector approach and the differential calculus, which can be represented by sets of parameters. By setting the specific norms and weight parameters, we present the expressions of the structured normwise, mixed, componentwise condition numbers and the corresponding results for unstructured ones. In addition, we investigate the statistical estimation of condition numbers of LDU factorization using the probabilistic spectral norm estimator and the small-sample statistical condition estimation method, and devise three algorithms. Finally, we compare the structured condition numbers with the corresponding unstructured ones in numerical experiments.
基金Supported by the National Natural Science Foundation of China(Grant No.11671060)the Fundamental Research Funds for the Central Universities(Grant No.106112015CDJXY100003)
文摘In this paper, we investigate the condition numbers for indefinite least squares problem with multiple right-hand sides. The normwise, mixed and componentwise condition numbers and the corresponding structured condition numbers are presented. The structured matrices under consideration include the linear structured matrices, such as the Toeplitz, Hankel, symmetric, and tridiagonal matrices, and the nonlinear structured matrices, such as the Vandermonde and Cauchy matrices. Numerical examples show that the structured condition numbers are tighter than the unstructured ones.
基金Supported by the National Natural Science Foundation of China(Grant No.11671060)the Fundamental Research Funds for the Central Universities(Grant No.106112015CDJXY100003)
文摘In this paper,we consider the indefinite least squares problem with quadratic constraint and its condition numbers.The conditions under which the problem has the unique solution are first presented.Then,the normwise,mixed,and componentwise condition numbers for solution and residual of this problem are derived.Numerical example is also provided to illustrate these results.
基金supported by the National Natural Science Foundation of China(Grant No.11771265).
文摘In this article,some new rigorous perturbation bounds for the SR decomposition un-der normwise or componentwise perturbations for a given matrix are derived.Also,the explicit expressions for the mixed and componentwise condition numbers are presented by utilizing the block matrix-vector equation approach.Hypothetical and trial results demonstrate that these new bounds are constantly more tightly than the comparing ones in the literature.
文摘In this study,an iterative algorithm is proposed to solve the nonlinear matrix equation X+A∗eXA=In.Explicit expressions for mixed and componentwise condition numbers with their upper bounds are derived to measure the sensitivity of the considered nonlinear matrix equation.Comparative analysis for the derived condition numbers and the proposed algorithm are presented.The proposed iterative algorithm reduces the number of iterations significantly when incorporated with exact line searches.Componentwise condition number seems more reliable to detect the sensitivity of the considered equation than mixed condition number as validated by numerical examples.
