The total least squares problem : computational aspects and analysis / Sabine Van Huffel, Joos Vandewalle.

Format:

Book

Author/Creator:

Van Huffel, Sabine.

Contributor:

Vandewalle, J. (Joos), 1948-

Society for Industrial and Applied Mathematics.

Series:

Frontiers in applied mathematics ; 9.

Frontiers in applied mathematics ; vol. 9

Language:

English

Subjects (All):

Least squares.

Physical Description:

1 electronic text (xiii, 300 p.) : ill., digital file.

Place of Publication:

Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1991.

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

This is the first book devoted entirely to total least squares. The authors give a unified presentation of the TLS problem. A description of its basic principles are given, the various algebraic, statistical and sensitivity properties of the problem are discussed, and generalizations are presented. Applications are surveyed to facilitate uses in an even wider range of applications. Whenever possible, comparison is made with the well-known least squares methods. A basic knowledge of numerical linear algebra, matrix computations, and some notion of elementary statistics is required of the reader; however, some background material is included to make the book reasonably self-contained.

Contents:

Introduction

Basic principles of the total least squares problem

Extensions of the basic total least squares problem

Direct speed improvement of the total least squares computations

Iterative speed improvement for solving slowly varying total least squares problems

Algebraic connections between total least squares and least squares problems

Sensitivity analysis of total least squares and least squares problems in the presence of errors in all data

Statistical properties of the total least squares problem

Algebraic connections between total least squares estimation and classical linear Regression in multicollinearity problems

Conclusions.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. 285-296) and index.

Title from title screen, viewed 04/05/2011.

ISBN:

1-61197-100-4

Publisher Number:

FR09 SIAM