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Title: | A contribution to the conditioning of the total least squares problem | Authors: | Baboulin, Marc Gratton, Serge |
Keywords: | Total least squares; Condition number; Normwise perturbations; Errors in-variables model | Issue Date: | 2009 | Publisher: | Centro de Matemática da Universidade de Coimbra | Citation: | Pré-Publicações DMUC. 09-44 (2009) | Serial title, monograph or event: | Pré-Publicações DMUC | Issue: | 09-44 | Place of publication or event: | Coimbra | Abstract: | We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear systems Ax = b, we show that this condition number can be computed using the singular values and the right singular vectors of [A; b] and A. We also provide an upper bound that requires the computation of the largest and the smallest singular value of [A; b] and the smallest singular value of A. In a numerical example, we compare these values with the condition estimate given in [17]. | URI: | https://hdl.handle.net/10316/13634 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Vários |
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A contribution to the conditioning of the total least squares problem.pdf | 168.09 kB | Adobe PDF | View/Open |
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