The Core Problem within a Linear Approximation Problem $AX\approx B$ with Multiple Right-Hand Sides

DOI10.1137/120884237zbMath1279.65041OpenAlexW1995883331MaRDI QIDQ2866217

Iveta Hnetynkova, Zdeněk Strakoš, Martin Plešinger

Publication date: 13 December 2013

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

Full work available at URL: https://doi.org/10.1137/120884237

zbMATH Keywords

singular value decompositionmultiple right-hand sidescore problemorthogonal regressionlinear approximation problemtotal least squares problemerror-in-variables modeling

Mathematics Subject Classification ID

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

Related Items (9)

Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework ⋮ Solvability of the Core Problem with Multiple Right-Hand Sides in the TLS Sense ⋮ TLS formulation and core reduction for problems with structured right-hand sides ⋮ Total least squares problem with the arbitrary unitarily invariant norms ⋮ On TLS formulation and core reduction for data fitting with generalized models ⋮ Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms ⋮ Randomized core reduction for discrete ill-posed problem ⋮ Solvability classes for core problems in matrix total least squares minimization. ⋮ Band Generalization of the Golub--Kahan Bidiagonalization, Generalized Jacobi Matrices, and the Core Problem

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