EECS Publication
Using dual techniques to derive componentwise and mixed condition numbers for a linear functional of a linear least squares solution
Marc Baboulin and Serge Gratton
We prove duality results for adjoint operators and product norms in the framework of Euclidean spaces. We show how these results can be used to derive condition numbers especially when perturbations on data are measured componentwise relatively to the original data. We apply this technique to obtain formulas for componentwise and mixed condition numbers for a linear functional of a linear least squares solution. These expressions are closed when perturbations of the solution are measured using a componentwise norm or the infinity norm and we get an upper bound for the Euclidean norm.
Published 2008-07-24 04:00:00 as ut-cs-08-622 (ID:97)