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

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

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• A Bayesian Study of the Error-in-Variables Model
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• An Analysis of the Total Least Squares Problem
• Analysis and Solution of the Nongeneric Total Least Squares Problem
• Collinearity and least squares regression
• Consistency of regression estimates when some variables are subject to error
• Developments in Linear Regression Methodology: 1959-1982
• Estimating linear statistical relationships
• Estimation in a multivariate errors in variables regression model: Large sample results
• Estimation of a linear transformation
• Numerical Methods for Estimating Parameters in Nonlinear Models with Errors in the Variables
• Perturbation bounds in connection with singular value decomposition
• The influence function in the errors in variables problem

Cited in

(7)

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

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