The Total Least Squares Problem in AX ≈ B: A New Classification with the Relationship to the Classical Works

This paper revisits the analysis of the total least squares (TLS) problem AX ≈ B with multiple right-hand sides given by Van Huffel and Vandewalle in the monograph, The Total Least Squares Problem: Computational Aspects and Analysis, SIAM, Philadelphia, 1991. The newly proposed classification is based on properties of the singular value decomposition of the extended matrix 1⁄2BjA . It aims at identifying the cases when a TLS solution does or does not exist and when the output computed by the classical TLS algorithm, given by Van Huffel and Vandewalle, is actually a TLS solution. The presented results on existence and uniqueness of the TLS solution reveal subtleties that were not captured in the known literature.