Correction



A type of solution that treats all coordinates equally in a statistically
meaningful way is called "Total Least Squares" (TLS) After looking at
some TLS literature, I have come to the conclusion that my formulation
under "Yours is Better" and both programs from Edwardo and Nils are not
TLS and probably do not represent anything statistically meaningful. The
TLS solution involves a solution constraint,

a*a + b*b + c*c = 1 ,

which I suspect cannot be put into a form for use with a general purpose
LS solver.




.



Relevant Pages

  • Re: Comparing LS and TLS
    ... the least squares produces the smallest error. ... LS and randomly better or worse than single RHS TLS. ... I'm curious why is the special purpose TLS for multiple RHS not the ...
    (sci.math.num-analysis)
  • Comparing LS and TLS
    ... I wrote some code to test the total least squares method. ... LS and randomly better or worse than single RHS TLS. ... sd = 0.01; % added noise std. ...
    (sci.math.num-analysis)
  • Re: Comparing LS and TLS
    ... the least squares produces the smallest error. ... LS and randomly better or worse than single RHS TLS. ... the "true" system is compatible and then the expectation value of the ... level of propability for a error level ...
    (sci.math.num-analysis)