Title
Perturbation analysis for the matrix least squares problem AXB=C.
Abstract
Let S and Ŝ be two sets of solutions to matrix least squares problem (LSP) AXB=C and the perturbed matrix LSP ÂX̂B̂=Ĉ, respectively, where Â=A+ΔA, B̂=B+ΔB, Ĉ=C+ΔC, and ΔA, ΔB, ΔC are all small perturbation matrices. For any given X∈S, we deduce general formulas of the least squares solutions X̂∈Ŝ that are closest to X under appropriated norms, meanwhile, we present the corresponding distances between them. With the obtained results, we derive perturbation bounds for the nearest least squares solutions. At last, a numerical example is provided to verify our analysis.
Year
DOI
Venue
2015
10.1016/j.cam.2014.06.007
Journal of Computational and Applied Mathematics
Keywords
DocType
Volume
65F20,65F35,15A09
Journal
273
Issue
ISSN
Citations 
C
0377-0427
0
PageRank 
References 
Authors
0.34
6
3
Name
Order
Citations
PageRank
Sitao Ling1396.01
Musheng Wei212924.67
Zhigang Jia3439.02