[Numpy-discussion] Total least squares problem

Travis Oliphant oliphant at ee.byu.edu
Tue Nov 13 11:25:03 CST 2001


>
> 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:


X, resids, rank, s = LinearAlgebra.linear_least_squares(A,B)

-Travis






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