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The revisited total least squares problems with linear equality constraint. (English) Zbl 1441.65044
Summary: The total least squares problem with linear equality constraint is proved to be approximated by an unconstrained total least squares problem with a large weight on the constraint. A criterion for choosing the weighting factor is given, and a QR-based inverse (QR-INV) iteration method is presented. Numerical results show that the QR-INV method is more efficient than the standard QR-SVD procedure and Schaffrin’s inverse iteration method, especially for large and sparse matrices.

65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F50 Computational methods for sparse matrices
Full Text: DOI
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