NAJan 12, 2018
A note on the condition number of the scaled total least squares problemShaoxin Wang, Hanyu Li, Hu Yang
In this paper, we consider the explicit expressions of the normwise condition number for the scaled total least squares problem. Some techniques are introduced to simplify the expression of the condition number, and some new results are derived. Based on these new results, new expressions of the condition number for the total least squares problem can be deduced as a special case. New forms of the condition number enjoy some storage and computational advantages. We also proposed three different methods to estimate the condition number. Some numerical experiments are carried out to illustrate the effectiveness of our results.
NAMar 28, 2016
Partial condition number for the equality constrained linear least squares problemHanyu Li, Shaoxin Wang
In this paper, the normwise condition number of a linear function of the equality constrained linear least squares solution called the partial condition number is considered. Its expression and closed formulae are first presented when the data space and the solution space are measured by the weighted Frobenius norm and the Euclidean norm, respectively. Then, we investigate the corresponding structured partial condition number when the problem is structured. To estimate these condition numbers with high reliability, the probabilistic spectral norm estimator and the small-sample statistical condition estimation method are applied and two algorithms are devised. The obtained results are illustrated by numerical examples.
MLOct 30, 2025
$L_1$-norm Regularized Indefinite Kernel Logistic RegressionShaoxin Wang, Hanjing Yao
Kernel logistic regression (KLR) is a powerful classification method widely applied across diverse domains. In many real-world scenarios, indefinite kernels capture more domain-specific structural information than positive definite kernels. This paper proposes a novel $L_1$-norm regularized indefinite kernel logistic regression (RIKLR) model, which extends the existing IKLR framework by introducing sparsity via an $L_1$-norm penalty. The introduction of this regularization enhances interpretability and generalization while introducing nonsmoothness and nonconvexity into the optimization landscape. To address these challenges, a theoretically grounded and computationally efficient proximal linearized algorithm is developed. Experimental results on multiple benchmark datasets demonstrate the superior performance of the proposed method in terms of both accuracy and sparsity.
NASep 1, 2016
On the partial condition numbers for the indefinite least squares problemHanyu Li, Shaoxin Wang
The condition number of a linear function of the indefinite least squares solution is called the partial condition number for the indefinite least squares problem. In this paper, based on a new and very general condition number which can be called the unified condition number, the expression of the partial unified condition number is first presented when the data space is measured by the general weighted product norm. Then, by setting the specific norms and weight parameters, we obtain the expressions of the partial normwise, mixed and componentwise condition numbers. Moreover, the corresponding structured partial condition numbers are also taken into consideration when the problem is structured, whose expressions are given. Considering the connections between the indefinite and total least squares problems, we derive the (structured) partial condition numbers for the latter, which generalize the ones in the literature. To estimate these condition numbers effectively and reliably, the probabilistic spectral norm estimator and the small-sample statistical condition estimation method are applied and three related algorithms are devised. Finally, the obtained results are illustrated by numerical experiments.
NAMar 22, 2015
Perturbation analysis for the periodic generalized coupled Sylvester equationHanyu Li, Shaoxin Wang, Chan Zheng
In this paper, we consider the perturbation analysis for the periodic generalized coupled Sylvester (PGCS) equation. The normwise backward error for this equation is first obtained. Then, we present its normwise and componentwise perturbation bounds, from which the normwise and effective condition numbers are derived. Moreover, the mixed and componentwise condition numbers for the PGCS equation are also given. To estimate these condition numbers with high reliability, the probabilistic spectral norm estimator and the statistical condition estimation method are applied. The obtained results are illustrated by numerical examples.