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A note on the condition number of the scaled total least squares problem

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In this paper, we show that the normwise condition number of the scaled total least squares problem can be transformed into a new and compact form. Considering the relationship between… Click to show full abstract

In this paper, we show that the normwise condition number of the scaled total least squares problem can be transformed into a new and compact form. Considering the relationship between the scaled total least squares problem and the total least squares problem, we obtain something new on the normwise condition number of the total least squares problem. The new forms of the normwise condition number are of particular interest in the following two aspects. Firstly, it is easy to use for the practitioners from applied disciplines. Secondly, the new forms enjoy great computational efficiency and require very little storage space compared with its original forms. Numerical examples are given to illustrate the results.

Keywords: squares problem; condition number; total least; least squares

Journal Title: Calcolo
Year Published: 2018

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