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Normwise condition numbers of the indefinite least squares problem with multiple right-hand sides
Author(s) -
Limin Liu,
AUTHOR_ID
Publication year - 2022
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2022204
Subject(s) - mathematics , norm (philosophy) , upper and lower bounds , condition number , least squares function approximation , combinatorics , mathematical analysis , statistics , eigenvalues and eigenvectors , law , physics , quantum mechanics , estimator , political science
In this paper, we investigate the normwise condition numbers of the indefinite least squares problem with multiple right-hand sides with respect to the weighted Frobenius norm and $ 2 $-norm. The closed formulas or upper bounds for these condition numbers are presented, which extend the earlier work for the indefinite least squares problem with single right-hand side. Numerical experiments are performed to illustrate the tightness of the upper bounds.

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