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CORR
2010
Springer

A contribution to the conditioning of the total least squares problem

8 years 9 months ago
A contribution to the conditioning of the total least squares problem
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].
Marc Baboulin, Serge Gratton
Added 01 Mar 2011
Updated 01 Mar 2011
Type Journal
Year 2010
Where CORR
Authors Marc Baboulin, Serge Gratton
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