Conference
An algorithm for solving scaled total least squares problems
Abstract
In this paper, we present a rank-revealing 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.
Authors
Qiao S; Xu W; Wei Y
Pagination
pp. 211-217
Publication Date
December 1, 2008
Conference proceedings
Proceedings of the 2008 International Conference on Scientific Computing CSC 2008