Re: [Numpy-discussion] Total least squares problem

[Nils W. <nw...@me...>]

Travis Oliphant schrieb:
> 
> >
> > How do I solve a Total Least Squares problem in Numpy ?
> > A small example would be appreciated.
> >
> > The TLS problem assumes an overdetermined set of linear equations
> > AX = B, where both the data matrix A as well as the observation
> > matrix B are inaccurate:
> 
> X, resids, rank, s = LinearAlgebra.linear_least_squares(A,B)
> 
> -Travis

Travis,

There is a difference between classical least squares (Numpy)
and TLS (total least squares).
I am attaching a small example for illustration.

Nils