Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/13634
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: http://hdl.handle.net/10316/13634
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

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