[Numpy-discussion] Total least squares problem

Nils Wagner nwagner at mecha.uni-stuttgart.de
Tue Nov 13 02:22:01 CST 2001


Hi,

How do I solve a Total Least Squares problem in Numpy ?
A small example would be appreciated.

The TLS problem assumes an overdetermined set of linear equations
AX = B, where both the data matrix A as well as the observation
matrix B are inaccurate:

Nils

Reference:

R.D.Fierro, G.H. Golub, P.C. Hansen, D.P.O'Leary,
Regularization by truncated total least squares,
SIAM J. Sci. Comput. Vol.18(4) 1997 pp. 1223-1241




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