[Numpy-discussion] Total least squares problem
Konrad Hinsen
hinsen at cnrs-orleans.fr
Wed Nov 14 05:30:07 CST 2001
Nils Wagner <nwagner at mecha.uni-stuttgart.de> writes:
> There is a difference between classical least squares (Numpy)
> and TLS (total least squares).
Algorithmically speaking it is even a very different problem. I'd say
the only reasonable (i.e. efficient) solution for NumPy is to
implement the TLS algorithm in a C subroutine calling LAPACK routines
for SVD etc.
Konrad.
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