Algebraic connections between the least squares and total least squares problems

DOI10.1007/BF01396047zbMATH Open0663.65038MaRDI QIDQ1114307FDOQ1114307

Authors: Joos Vandewalle, Sabine Van Huffel 

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 decompositiontotal least squaresdata fittingsingular vectorapproximate subspaceoverdetermined sets of linear equations

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

• Title not available (Why is that?)
• Collinearity and least squares regression
• An Analysis of the Total Least Squares Problem
• Title not available (Why is that?)
• Perturbation bounds in connection with singular value decomposition
• Title not available (Why is that?)
• Estimation in a multivariate errors in variables regression model: Large sample results
• Analysis and Solution of the Nongeneric Total Least Squares Problem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistency of regression estimates when some variables are subject to error
• Estimating linear statistical relationships
• Developments in Linear Regression Methodology: 1959-1982
• The influence function in the errors in variables problem
• A Bayesian Study of the Error-in-Variables Model
• Numerical Methods for Estimating Parameters in Nonlinear Models with Errors in the Variables
• Estimation of a linear transformation
• Algebraic relationships between classical regression and total least- squares estimation

Cited In (7)

• Perturbation theory for orthogonal projection methods with applications to least squares and total least squares
• A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions
• Algebraic relations between the total least squares and least squares problems with more than one solution
• Perturbation analysis and condition numbers of scaled total least squares problems
• BACKWARD PERTURBATION ANALYSIS AND RELATIVE ALGORITHMS FOR NONSYMMETRIC LINEAR SYSTEMS WITH MULTIPLE RIGHT-HAND SIDES
• About existence and uniqueness of the restricted total least squares estimation
• Sampling minimal subsets with large spans for robust estimation

This page was built for publication: Algebraic connections between the least squares and total least squares problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1114307)