摘要: The problem is considered of fitting a linear manifold dimensions with 1≦s≦n−1 to given set points in ℝ n such that the sum orthogonal squared distances attains minimum.
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Gene H. Golub, Charles F. van Loan, An Analysis of the Total Least Squares Problem SIAM Journal on Numerical Analysis. ,vol. 17, pp. 883- 893 ,(1980) , 10.1137/0717073