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The total least squares~(TLS) method is widely used in data-fitting. Compared with the least squares fitting method, the TLS fitting takes into account not only observation errors, but also errors from the measurement matrix of the…

Quantum Physics · Physics 2019-06-05 Hefeng Wang , Hua Xiang

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Numerical Analysis · Mathematics 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

The method of ``Total Least Squares'' is proposed as a more natural way (than ordinary least squares) to approximate the data if both the matrix and and the right-hand side are contaminated by ``errors''. In this tutorial note, we give a…

Rings and Algebras · Mathematics 2025-10-20 P. P. N. de Groen

In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative…

Numerical Analysis · Mathematics 2018-08-09 Liping Zhang , Yimin Wei

In this paper, we present explicit expressions for the mixed and componentwise condition numbers of the truncated total least squares (TTLS) solution of $A\boldsymbol{x} \approx \boldsymbol{b} $ under the genericity condition, where $A$ is…

Numerical Analysis · Mathematics 2020-04-30 Qing-Le Meng , Huai-An Diao , Zheng-Jian Bai

The main result of this paper is a new exact algorithm computing the estimate given by the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To prove that, we study the respective objective function using basic…

Computation · Statistics 2017-05-31 Karel Klouda

We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Sidharth Gupta , Ivan Dokmanić

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

Numerical Analysis · Mathematics 2021-04-05 Chuanfu Xiao , Chao Yang , Min Li

Total least squares (TLS) is an effective method for solving linear equations with the situations, when noise is not just in observation matrices but also in mapping matrices. Moreover, the Tikhonov regularization is widely used in plenty…

Numerical Analysis · Mathematics 2022-11-14 F. Han , Y. Wei , P. Xie

We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system…

Machine Learning · Statistics 2014-07-01 Dmitry Malioutov , Nikolai Slavov

The reduced-rank method exploits the distortion-variance tradeoff to yield superior solutions for classic problems in statistical signal processing such as parameter estimation and filtering. The central idea is to reduce the variance of…

Information Theory · Computer Science 2019-03-06 K. G. Nagananda , Pramod Khargonekar

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

This note uses the Total Least-Squares (TLS) line-fitting problem as a canvas to explore some modern optimization tools. The contribution is meant to be tutorial in nature. The TLS problem has a lot of mathematical similarities to important…

Robotics · Computer Science 2022-06-13 Timothy D Barfoot , Connor Holmes , Frederike Dumbgen

Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…

Data Structures and Algorithms · Computer Science 2010-09-28 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan , Tamas Sarlos

This paper proposes a theoretical framework to address the reduced biquaternion equality-constrained total least squares (RBTLSE) problem. The objective is to find an approximate solution to the system $AX \approx B$, subject to linear…

Rings and Algebras · Mathematics 2025-06-24 Neha Bhadala

Least squares (LS) fitting is one of the most fundamental techniques in science and engineering. It is used to estimate parameters from multiple noisy observations. In many problems the parameters are known a-priori to be bounded integer…

Information Theory · Computer Science 2009-01-05 Amir Leshem , Jacob Goldberger

We propose an iterative quantum-assisted least squares (i-QLS) optimization method that leverages quantum annealing to overcome the scalability and precision limitations of prior quantum least squares approaches. Unlike traditional…

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However,…

Information Theory · Computer Science 2011-04-20 Hao Zhu , Geert Leus , Georgios B. Giannakis

The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…

Systems and Control · Computer Science 2015-02-26 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner

We provide a new quantum algorithm that efficiently determines the quality of a least-squares fit over an exponentially large data set by building upon an algorithm for solving systems of linear equations efficiently (Harrow et al., Phys.…

Quantum Physics · Physics 2013-01-10 Nathan Wiebe , Daniel Braun , Seth Lloyd
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