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

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.