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Numerische Mathematik

, Volume 62, Issue 1, pp 123–148 | Cite as

Algebraic relations between the total least squares and least squares problems with more than one solution

  • Musheng Wei
Article

Summary

This paper completes our previous discussion on the total least squares (TLS) and the least squares (LS) problems for the linear systemAX=B which may contain more than one solution [12, 13], generalizes the work of Golub and Van Loan [1,2], Van Huffel [8], Van Huffel and Vandewalle [11]. The TLS problem is extended to the more general case. The sets of the solutions and the squared residuals for the TLS and LS problems are compared. The concept of the weighted squares residuals is extended and the difference between the TLS and the LS approaches is derived. The connection between the approximate subspaces and the perturbation theories are studied.

It is proved that under moderate conditions, all the corresponding quantities for the solution sets of the TLS and the modified LS problems are close to each other, while the quantities for the solution set of the LS problem are close to the corresponding ones of a subset of that of the TLS problem.

Mathematics Subject Classification (1991)

15A18 65F20 

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Copyright information

© Springer-Verlag 1992

Authors and Affiliations

  • Musheng Wei
    • 1
  1. 1.Department of MathematicsEast China Normal UniversityShanghaiPeople's Republic of China

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