Centre for Mathematics, University of Coimbra - Using dual techniques to derive condition numbers. Application to componentwise and mixed condition numbers for linear least squares.

Using dual techniques to derive condition numbers. Application to componentwise and mixed condition numbers for linear least squares.

Description:

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 least squares solution.
Area(s):

Date:

2008-09-18

Start Time:

11:30

Speaker:

Marc Baboulin (CMUC)

Place:

5.5

Research Groups:

-Numerical Analysis and Optimization

See more:

<Main>