Analysis and Properties of the Generalized Total Least Squares Problem $AX \approx B$ When Some or All Columns in A are Subject to Error

DOI10.1137/0610023zbMath0681.65025OpenAlexW2006860831MaRDI QIDQ4730684

Joos Vandewalle, Sabine Van Huffel

Publication date: 1989

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0610023

zbMATH Keywords

singular value decompositioncovariance matrixerrors in variablesQR factorizationoverdetermined systemsgeneralized total least squares techniqueGTLS algorithm

Mathematics Subject Classification ID

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

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