On condition numbers for Moore–Penrose inverse and linear least squares problem involving Kronecker products

Authors


S. Qiao, Department of Computing and Software, McMaster University, Hamilton, Ontario L8S 4K1, Canada.

E-mail: qiao@mcmaster.ca

SUMMARY

In this paper, we investigate the normwise, mixed, and componentwise condition numbers and their upper bounds for the Moore–Penrose inverse of the Kronecker product and more general matrix function compositions involving Kronecker products. We also present the condition numbers and their upper bounds for the associated Kronecker product linear least squares solution with full column rank. In practice, the derived upper bounds for the mixed and componentwise condition numbers for Kronecker product linear least squares solution can be efficiently estimated using the Hager–Higham Algorithm. Copyright © 2012 John Wiley & Sons, Ltd.

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