An Algorithm for Solving Scaled Total Least Squares Problems

Abstract - In this paper, we present a rankrevealing two-sided orthogonal decomposition method for solving the STLS problem. An error analysis of the algorithm is given. Our numerical experiments show that this algorithm computes the STLS solution as accurate as the SVD method with less computation.

• Type: Conference
• Year: 2008
• Where: CSC
• Authors: Sanzheng Qiao, Wei Xu, Yimin Wei
• Keywords: Algorithm, Applied Computing, CSC 2008, SVD Method, Two-sided Orthogonal Decomposition