Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error (Q1326441)
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scientific article; zbMATH DE number 569153
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| English | Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error |
scientific article; zbMATH DE number 569153 |
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Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error (English)
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2 January 1995
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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.
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generalized total least squares problem
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minimum norm correction matrices
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perturbation theory
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0.8712823987007141
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0.8237705826759338
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