Bounds for the least squares distance using scaled total least squares

DOI10.1007/S002110100317MaRDI QIDQ1597707zbMATH OpenOpenAlexFDO

Authors Christopher C. Paige, Zdeněk Strakoš

Publication date 30 May 2002

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110100317

zbMATH Keywords

error boundsgeneralized minimum residual methoditerative methodsoverdetermined linear systemsscaled total least squaes

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

The authors analyze fundamentals of the scaled total least squares problem. They present a theoretical analysis of the relationship between the sizes of least squares and scaled least squares corrections in terms of the real positive corrections restricted parameter. New upper and lower bounds on the least squares distance in terms of the scaled total least squares distances are given. They are compared to existing bounds and the tightness of the new bounds is examined. The obtained results can be applied to the analysis of iterative methods which minimize the residual norm. The generalized minimum residual method is used to illustrate the theoretical results.

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(10)

• Perturbation analysis and condition numbers of scaled total least squares problems
• Scaled total least squares fundamentals
• Sparse total least squares: analysis and greedy algorithms
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• A Note on Inexact Inner Products in GMRES
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• Towards understanding CG and GMRES through examples
• Possible reduced structure of the core problem within the total least square problem
• A modular framework for the backward error analysis of GMRES

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