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

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.

Keywords

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