Analysis and Properties of the Generalized Total Least Squares Problem $AX \approx B$ When Some or All Columns in A are Subject to Error
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Publication:4730684
DOI10.1137/0610023zbMath0681.65025MaRDI QIDQ4730684
Sabine Van Huffel, Joos Vandewalle
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
singular value decomposition; covariance matrix; errors in variables; QR factorization; overdetermined systems; generalized total least squares technique; GTLS algorithm
65F20: Numerical solutions to overdetermined systems, pseudoinverses
15A18: Eigenvalues, singular values, and eigenvectors
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