Sensitivity and Conditioning of the Truncated Total Least Squares Solution

DOI10.1137/120895019zbMath1312.65060OpenAlexW1969219355MaRDI QIDQ2866235

Serge Gratton, Jean Tshimanga Ilunga, David Titley-Peloquin

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://semanticscholar.org/paper/0bd60f3bfd76c3b02b9847132faea83eea08b882

zbMATH Keywords

perturbation theorysingular value decompositionFréchet derivativenumerical experimentcondition number estimationtruncated total least squaresminimum \(2\)-norm solution

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (10)

A contribution to perturbation analysis for total least squares problems ⋮ Small sample statistical condition estimation for the total least squares problem ⋮ Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation ⋮ Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem ⋮ Condition numbers of multidimensional mixed least squares-total least squares problems ⋮ Condition numbers of the multidimensional total least squares problems having more than one solution ⋮ Two projection methods for regularized total least squares approximation ⋮ Condition Numbers of the Multidimensional Total Least Squares Problem ⋮ On a second-order expansion of the truncated singular subspace decomposition ⋮ Multidimensional Total Least Squares Problem with Linear Equality Constraints

Uses Software

• Regularization tools
• mctoolbox

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