An Algorithm for Solving Scaled Total Least Squares Problems
نویسندگان
چکیده
In this paper, we present a rankrevealing two-sided orthogonal decomposition method for solving the STLS problem. An error analysis of the algorithm is given. Our numerical experiments show that this algorithm computes the STLS solution as accurate as the SVD method with less computation.
منابع مشابه
An algorithm for solving rank-deficient scaled total least square problems
The scaled total least square (STLS) problem, introduced by B.D. Rao in 1997, unifies both the total least square (TLS) and the least square (LS) problems. The STLS problems can be solved by the singular value decomposition (SVD). In this paper, we give a rank-revealing two-sided orthogonal decomposition method for solving the STLS problem. An error analysis is presented. Our numerical experime...
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تاریخ انتشار 2008