The extended classical total least squares algorithm
type: Item
instance of: scholarly article
title: The extended classical total least squares algorithm
zbMATH Open document ID: 0664.65035
DOI: 10.1016/0377-0427(89)90080-0
published in: Journal of Computational and Applied Mathematics
publication date: 1989-01-01T00:00:00Z
review text: The authors describe a FORTRAN subroutine for an extended version of the classical total least squares problem [cf. \textit{H. Golub} and \textit{C. F. Van Loan}, SIAM J. Numer. Anal. 17, 883-893 (1980; Zbl 0468.65011)]. The algorithm solves the overdetermined system \(AX=B\) where each of the observation matrix A and the data matrix B are inaccurate. It is assumed that errors in [A;B] are independent and of equal size; this implies that the user has performed all preprocessing, such as scaling and co-ordinate transformations, before calling the subroutine. The subroutine is also able to solve determined and under-determined systems by computation of the minimum norm solution.
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62-04
zbMATH DE Number: 4086882
zbMATH Keywords: singular value decomposition
zbMATH Keywords: FORTRAN subroutine
zbMATH Keywords: total least squares problem
zbMATH Keywords: overdetermined system
zbMATH Keywords: scaling
zbMATH Keywords: minimum norm solution
author: Sabine Van Huffel
describes a project that uses: LINPACK
MaRDI profile type: Publication
full work available at URL: 0377-0427(89)90080-0
OpenAlex ID: W1975140745
cites work: An Analysis of the Total Least Squares Problem
cites work: Q3320199
cites work: Q3932291
cites work: Analysis and Solution of the Nongeneric Total Least Squares Problem
description: scientific article; zbMATH DE number 4086882