An Analysis of the Total Least Squares Problem

DOI10.1137/0717073zbMath0468.65011OpenAlexW2008229822WikidataQ56032184 ScholiaQ56032184MaRDI QIDQ148164

Charles F. Van Loan, Gene H. Golub, Charles F. Van Loan, Gene H. Golub

Publication date: December 1980

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/6251

zbMATH Keywords

sensitivity singular value decomposition fitting normal equations total least squares least squares regression Moore-Penrose pseudo-inverse

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Linear programming (90C05)

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