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arXiv 1003.2737math.NAcs.NA
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正交投影和满秩线性最小二乘残差的谱条件数

Spectral Condition Numbers of Orthogonal Projections and Full Rank Linear Least Squares Residuals

Joseph F. Grcar

AI总结:

本文证明了满秩线性最小二乘残差关于系数矩阵的条件数的一个紧估计,揭示了三个影响条件数的量,其中两个可能导致病态。

摘要:

证明了一个简单公式是满秩线性最小二乘残差关于最小二乘系数矩阵和缩放2-范数的条件数的紧估计。该紧估计表明条件数取决于三个量,其中两个可能导致病态。数值线性代数文献中提出了这些条件数若干实例的多个估计。所有先前的值都超过了这里引入的公式,有时超出很大倍数。

英文摘要:

A simple formula is proved to be a tight estimate for the condition number of the full rank linear least squares residual with respect to the matrix of least squares coefficients and scaled 2-norms. The tight estimate reveals that the condition number depends on three quantities, two of which can cause ill-conditioning. The numerical linear algebra literature presents several estimates of various instances of these condition numbers. All the prior values exceed the formula introduced here, sometimes by large factors.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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