A new classification with the relationship to the classical works

نویسندگان

  • I. Hnětynková
  • M. Plešinger
  • D. M. Sima
  • S. Van Huffel
  • IVETA HNĚTYNKOVÁ
  • SABINE VAN HUFFEL
  • Sabine Van Huffel
چکیده

The presented paper revisits the analysis of the total least squares (TLS) problem AX ≈ B with multiple right-hand sides given by Sabine Van Huffel and Joos Vandewalle, in the monograph: The Total Least Squares Problem: Computational Aspects and Analysis, SIAM Publications, Philadelphia 1991. The newly proposed classification is based on properties of the singular value decomposition of the extended matrix [B|A]. 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.

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تاریخ انتشار 2011