Dr. Huaian Diao による講演会 (Lecture on Numerical Linear Algebra by Dr. Huaian Diao)
イベント日時: 01-23
投稿者: 速水 謙(国立情報学研究所) ()
会場: 国立情報学研究所(National Institute of Informatics) 19F, Room 1903
概要: 数値線形代数(全最小二乗問題の条件数の推定)に関する講演です。
日程 2018年 1月23日 11:00-12:00am
会場(Place) 国立情報学研究所(National Institute of Informatics) 19F, Room 1903, access
Speaker Dr. Huaian DIAO
Associate Professor
School of Mathematics and Statistics, Northeast Normal University, Changchun, China
Title Small Sample Statistical Condition Estimation for the Total Least Squares Problem
Abstract In this talk, under the genericity condition, we propose the condition estimation of the total least squares (TLS) problem based on small sample condition estimation (SCE), which can be incorporated into the direct solver for the TLS problem via the singular value decomposition (SVD) of the augmented matrix [A, b]. Our proposed condition estimation algorithms are efficient for the small and medium size TLS problem because they utilize the computed SVD of [A, b] during the numerical solution to the TLS problem. Numerical examples illustrate the reliability of the algorithms. Both norm-wise and component-wise perturbations are considered. Moreover, structured condition estimations are investigated for the structured TLS problem. This is the joint work with Prof. Yimin Wei and Dr. Pengpeng Xie.
問い合わせ先(Contact) 速水 謙 (Ken Hayami)
〒101-8430 東京都 千代田区 一ツ橋 2-1-2
e-mail: hayamiseparatornii.ac.jp
詳細 web http://www.nii.ac.jp/en/event/2018/0123.html