A note on the scaled total least squares problem (Q2465315): Difference between revisions

Two results on the scaled total least squares (STLS) problem are presented. First, quantitative relations between the STLS and least squares solutions and residuals are considered. An upper bound is derived for difference between the STLS solution and the least square solution. A quantitative relation between the STLS residual and the least square residual is established. A particular theorem is proven to show that in some conditions the two solutions and two residuals are equal. Second, a perturbation analysis of the STLS problem is performed. It is shown that the solution of the perturbed problem is close to the original problem if the perturbation is small and the expected errors are small. Finally, numerical experiments are provided to demonstrate that the derived bounds are competitive with existing bounds.