The Total Least Squares Problem with Multiple Right-Hand Sides

  title={The Total Least Squares Problem with Multiple Right-Hand Sides},
  author={Iveta Hnetynkov{\'a} and Martin Plesinger and Diana Maria Sima and Zdenek Strakos and Sabine Van Huffel},
The total least squares (TLS) techniques, also called orthogonal regression and errors-in-variables modeling, see [15, 16], have been developed independently in several areas. For a given linear (orthogonally invariant) approximation problem AX ≈ B, where A ∈ Rm×n, B ∈ Rm×d, X ∈ Rn×d, the TLS formulation aims at a solution of a modified problem (A + E)X = B + G such that min ‖[G,E]‖F . The algebraic TLS formulation has been investigated for decades, see the early works [5], [4, Section 6], [13… CONTINUE READING
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