Scaled total least squares fundamentals
The authors analyse a particularly useful formulation of the scaled total least squares problem. The analysis is based on a new assumption that guarantees existence and uniqueness of meaningful solution for real positive parameters. The proposed in the paper theoretical considerations complex data are allowed. It is shown how any linear system can be reduced to a minimally dimensioned core system satisfying accepted assumption. Consequently, the developed theory and algorithms can be applied to fully general systems. The basics of practical algorithms for solving both scaled total least squares and data least squares problems are indicated for either dense or large sparse systems. All assumptions and their consequences are compared with earlier approaches.
- A note on the scaled total least squares problem
- Overview of total least-squares methods
- Bounds for the least squares distance using scaled total least squares
- Backward perturbation analysis for scaled total least-squares problems
- Perturbation analysis and condition numbers of scaled total least squares problems
- Perturbation analysis and condition numbers of scaled total least squares problems
- Bounds for the least squares distance using scaled total least squares
- A note on the condition number of the scaled total least squares problem
- Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
- A Gauss-Newton iteration for total least squares problems
- TLS formulation and core reduction for problems with structured right-hand sides
- On TLS formulation and core reduction for data fitting with generalized models
- Perturbation analysis and condition numbers of mixed least squares-scaled total least squares problem
- A contribution to the conditioning of the mixed least-squares scaled total least-squares problem
- A note on the matrix-scaled total least squares problems with multiple solutions
- Determination of regularization parameter via solving a multi-objective optimization problem
- Error bounds for computed least squares estimators
- A note on the scaled total least squares problem
- The regularizing effect of the Golub-Kahan iterative bidiagonalization and revealing the noise level in the data
- A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions
- Linearization estimates of the backward errors for least squares problems.
- Backward perturbation analysis for scaled total least-squares problems
- Empirical distribution function under heteroscedasticity
- Characterizing Matrices That Are Consistent with Given Solutions
- On the condition number of the total least squares problem
- scientific article; zbMATH DE number 1748538 (Why is no real title available?)
- scientific article; zbMATH DE number 1748539 (Why is no real title available?)
- scientific article; zbMATH DE number 953048 (Why is no real title available?)
- A Note on Inexact Inner Products in GMRES
- Accuracy of the Lanczos process for the eigenproblem and solution of equations
- Implicitly-weighted total least squares
- Some results on condition numbers of the scaled total least squares problem
- Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework
- Analyzing vector orthogonalization algorithms
- Data-driven model reduction by two-sided moment matching
- Optimal backward error of a total least squares and its randomized algorithms
- Possible reduced structure of the core problem within the total least square problem
- Efficient estimate for the optimal backward error of the multidimensional total least squares
- Lanczos tridiagonalization and core problems
- Inexact GMRES for singular linear systems
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