J 2013

The Core Problem within a Linear Approximation Problem $AXapprox B$ with Multiple Right-Hand Sides

PLEŠINGER, Martin; Iveta HNĚTYNKOVÁ and Zdeněk STRAKOŠ

Basic information

Original name

The Core Problem within a Linear Approximation Problem $AXapprox B$ with Multiple Right-Hand Sides

Authors

PLEŠINGER, Martin (203 Czech Republic, belonging to the institution); Iveta HNĚTYNKOVÁ (203 Czech Republic) and Zdeněk STRAKOŠ (203 Czech Republic)

Edition

SIAM Journal on Matrix Analysis and Appliccations, 2013, 0895-4798

Other information

Language

English

Type of outcome

Article in a journal

Field of Study

General mathematics

Country of publisher

United States of America

Confidentiality degree

is not subject to a state or trade secret

References:

URL

RIV identification code

RIV/46747885:24510/13:#0000992

Organization

Faculty of Science, Humanities and Education – Technical University of Liberec – Repository

DOI

https://doi.org/10.1137/120884237

UT WoS

000325092700004

Keywords in English

total least squares problem; multiple right-hand sides; core problem; linear approximation problem; error-in-variables modeling; orthogonal regression; singular value decomposition
Changed: 24/3/2015 20:24, Martin Plešinger

Abstract

In the original language

This paper focuses on total least squares (TLS) problems $AXapprox B$ with multiple right-hand sides. Existence and uniqueness of a TLS solution for such problems was analyzed in the paper [I. Hnětynková et al., SIAM J. Matrix Anal. Appl., 32, 2011, pp. 748--770]. For TLS problems with single right-hand sides the paper [C. C. Paige and Z. Strakoš, SIAM J. Matrix Anal. Appl., 27, 2006, pp. 861--875] showed how necessary and sufficient information for solving $Axapprox b$ can be revealed from the original data through the so-called core problem concept. In this paper we present a theoretical study extending this concept to problems with multiple right-hand sides. The data reduction we present here is based on the singular value decomposition of the system matrix $A$. We show minimality of the reduced problem; in this sense the situation is analogous to the single right-hand side case. Some other properties of the core problem, however, cannot be extended to the case of multiple right-hand sides.
Displayed: 2/10/2025 22:19