Solvability classes for core problems in matrix total least squares minimization

Iveta Hnětynková; Martin Plešinger; Jana Žáková

Applications of Mathematics (2019)

  • Volume: 64, Issue: 2, page 103-128
  • ISSN: 0862-7940

Abstract

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Linear matrix approximation problems A X B are often solved by the total least squares minimization (TLS). Unfortunately, the TLS solution may not exist in general. The so-called core problem theory brought an insight into this effect. Moreover, it simplified the solvability analysis if B is of column rank one by extracting a core problem having always a unique TLS solution. However, if the rank of B is larger, the core problem may stay unsolvable in the TLS sense, as shown for the first time by Hnětynková, Plešinger, and Sima (2016). Full classification of core problems with respect to their solvability is still missing. Here we fill this gap. Then we concentrate on the so-called composed (or reducible) core problems that can be represented by a composition of several smaller core problems. We analyze how the solvability class of the components influences the solvability class of the composed problem. We also show on an example that the TLS solvability class of a core problem may be in some sense improved by its composition with a suitably chosen component. The existence of irreducible problems in various solvability classes is discussed.

How to cite

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Hnětynková, Iveta, Plešinger, Martin, and Žáková, Jana. "Solvability classes for core problems in matrix total least squares minimization." Applications of Mathematics 64.2 (2019): 103-128. <http://eudml.org/doc/294393>.

@article{Hnětynková2019,
abstract = {Linear matrix approximation problems $AX\approx B$ are often solved by the total least squares minimization (TLS). Unfortunately, the TLS solution may not exist in general. The so-called core problem theory brought an insight into this effect. Moreover, it simplified the solvability analysis if $B$ is of column rank one by extracting a core problem having always a unique TLS solution. However, if the rank of $B$ is larger, the core problem may stay unsolvable in the TLS sense, as shown for the first time by Hnětynková, Plešinger, and Sima (2016). Full classification of core problems with respect to their solvability is still missing. Here we fill this gap. Then we concentrate on the so-called composed (or reducible) core problems that can be represented by a composition of several smaller core problems. We analyze how the solvability class of the components influences the solvability class of the composed problem. We also show on an example that the TLS solvability class of a core problem may be in some sense improved by its composition with a suitably chosen component. The existence of irreducible problems in various solvability classes is discussed.},
author = {Hnětynková, Iveta, Plešinger, Martin, Žáková, Jana},
journal = {Applications of Mathematics},
keywords = {linear approximation problem; core problem theory; total least squares; classification; (ir)reducible problem},
language = {eng},
number = {2},
pages = {103-128},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Solvability classes for core problems in matrix total least squares minimization},
url = {http://eudml.org/doc/294393},
volume = {64},
year = {2019},
}

TY - JOUR
AU - Hnětynková, Iveta
AU - Plešinger, Martin
AU - Žáková, Jana
TI - Solvability classes for core problems in matrix total least squares minimization
JO - Applications of Mathematics
PY - 2019
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 64
IS - 2
SP - 103
EP - 128
AB - Linear matrix approximation problems $AX\approx B$ are often solved by the total least squares minimization (TLS). Unfortunately, the TLS solution may not exist in general. The so-called core problem theory brought an insight into this effect. Moreover, it simplified the solvability analysis if $B$ is of column rank one by extracting a core problem having always a unique TLS solution. However, if the rank of $B$ is larger, the core problem may stay unsolvable in the TLS sense, as shown for the first time by Hnětynková, Plešinger, and Sima (2016). Full classification of core problems with respect to their solvability is still missing. Here we fill this gap. Then we concentrate on the so-called composed (or reducible) core problems that can be represented by a composition of several smaller core problems. We analyze how the solvability class of the components influences the solvability class of the composed problem. We also show on an example that the TLS solvability class of a core problem may be in some sense improved by its composition with a suitably chosen component. The existence of irreducible problems in various solvability classes is discussed.
LA - eng
KW - linear approximation problem; core problem theory; total least squares; classification; (ir)reducible problem
UR - http://eudml.org/doc/294393
ER -

References

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