Structured conditioning theory for the total least squares problem with linear equality constraint and their estimation

Abstract

This article is devoted to the structured and unstructured condition numbers for the total least squares with linear equality constraint (TLSE) problem. By making use of the dual techniques, we investigate three distinct kinds of unstructured condition numbers for a linear function of the TLSE solution and three structured condition numbers for this problem, i.e., normwise, mixed, and componentwise ones, and present their explicit expressions under both unstructured and structured componentwise perturbations. In addition, the relations between structured and unstructured normwise, componentwise, and mixed condition numbers for the TLSE problem are investigated. Furthermore, using the small-sample statistical condition estimation method, we also consider the statistical estimation of both unstructured and structured condition numbers and propose three algorithms. Theoretical and experimental results show that structured condition numbers are always smaller than the corresponding unstructured condition numbers.

Keywords

• total least squares problem with linear equality constraint
• structured condition numbers
• unstructured condition numbers