Algebraic connections between the least squares and total least squares problems

DOI10.1007/BF01396047zbMath0663.65038MaRDI QIDQ1114307

Sabine Van Huffel, Joos Vandewalle

Publication date: 1989

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133362

zbMATH Keywords

singular value decomposition; data fitting; total least squares; singular vector; approximate subspace; overdetermined sets of linear equations

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

15A18: Eigenvalues, singular values, and eigenvectors

Related Items

Perturbation analysis and condition numbers of scaled total least squares problems, Algebraic relations between the total least squares and least squares problems with more than one solution, About existence and uniqueness of the restricted total least squares estimation, Perturbation theory for orthogonal projection methods with applications to least squares and total least squares

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