Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error (Q1326441): Difference between revisions

This paper studies the algebraic properties and perturbation theory of the generalized total least squares problem (GTLS), \(AX \dot = B\), in which \(A = (A_ 1,A_ 2)\), \(A_ 1\) is free of error, and the error contained in \((A_ 2, B)\) is of the form \(EC\) with \(C\) a given nonsingular matrix. The solvability conditions, formulas for the GTLS solutions, their residuals, and the minimum norm correction matrices are obtained, and a perturbation theory for the GTLS problem is given.