On the invariance of perturbed null vectors under column scaling
type: Item
instance of: scholarly article
title: On the invariance of perturbed null vectors under column scaling
zbMATH Open document ID: 0579.65033
DOI: 10.1007/BF01389755
author: G. W. Stewart
published in: Numerische Mathematik
publication date: 1984-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/132918
review text: It is shown that the approximate null vector of a perturbed degenerate matrix behaves linearly under column scaling up to second order terms in the perturbation. This result has important consequences for an estimation technique known to numerical analysts as total least squares and statisticians as latent root regression.
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 65F35
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 3928202
zbMATH Keywords: null vector
zbMATH Keywords: perturbed degenerate matrix
zbMATH Keywords: total least squares
zbMATH Keywords: latent root regression
MaRDI profile type: Publication
cites work: An Analysis of the Total Least Squares Problem
cites work: Q4057472
cites work: Rank Degeneracy
cites work: Latent Root Regression Analysis
description: scientific article; zbMATH DE number 3928202