Algebraic connections between the least squares and total least squares problems

DOI10.1007/BF01396047MaRDI QIDQ1114307zbMATH OpenFDO

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

approximate subspacedata fittingoverdetermined sets of linear equationssingular value decompositionsingular vectortotal least squares

Mathematics Subject Classification ID

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

Review text

See the preview in Zbl 0653.65028.

Cites work

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Cited in

(8)

• 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
• A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions
• BACKWARD PERTURBATION ANALYSIS AND RELATIVE ALGORITHMS FOR NONSYMMETRIC LINEAR SYSTEMS WITH MULTIPLE RIGHT-HAND SIDES
• Efficient estimate for the optimal backward error of the multidimensional total least squares
• Sampling minimal subsets with large spans for robust estimation

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