TotalLeastSquaresSolver

class TotalLeastSquaresSolver

Solve the total least-squares problem without any regularization, i.e.,

argmin_{X, G, H} ||[G H]||_F such that (A+G)X = B+H

The solution is calculated using standard computations (see Wikipedia for example).

Properties

A	Left-hand side data matrix.
B	"Right-hand side matrix B = [ b_1 | .
d	Number of unknowns to learn in each problem (number of columns of A).
k	Number of equations in the least-squares problem (number of rows of A).
r	Number of independent least-squares problems (number of columns of B).

Methods

cond	Calculate the 2-norm condition number of the data matrix A.
fit	Verify dimensions and save A and B.
misfit	Calculate the data misfit (residual) of the non-regularized problem for each column of B = [ b_1 | .
predict	Solve the total least-squares problem.