Total least squares problem in linear algebraic systems with multiple right-hand side

• ID: 2248, RIV: 10030455
• ISSN: not specified, ISBN: not specified
• source: SNA07 - Seminar on Numerical Analysis: Modelling and Simulation of Chalenging Engineering Problems
• keywords: Total; least; squares; problem; linear; algebraic; systems; multiple; right-hand; side
• authors: Iveta Hnětynková, Zdeněk Strakoš
• authors from KNM: Strakoš Zdeněk, Hnětynková Iveta

Abstract

Consider an orthogonally invariant linear approximation problem Ax~b. It was proved that the partial Golub-Kahan bidiagonalization of the matrix [b,A] determines a core approximation problem containing the necessary and sufficient information for solving the original problem. In this contribution we concentrate on generalization of the core theory to linear approximation problems AX~B with multiple right-hand sides.