<< Chapter < Page Chapter >> Page >

Total least squares

Consider the linear equation A x = b , where A R m × n , b R m × 1 , x R n × 1 , m > n .

This equation is overdetermined and has no precise answer. The simplest approach to finding x is a least-squares fitting model, which finds the curve with the least difference between the value of the curve at a point and the value of the data at that point; i.e., it solves min x R n A x - b 2 . This amounts to saying that the data may be slightly perturbed:

A x = b + r ,

where r is some residual noise, and minimizing r :

min r : A x = b + r r .

When we compare this to our equation B k = f , we see that this is an appropriate method: we are not entirely confident of f , and can perturb it slightly.

Looking more closely, B = A T diag A x . We are also not entirely certain of x , which means we are not entirely certain of A T diag A x . This is best reflected in the total least squares approach, in which both the data ( b in the simple equation, f in our equation) and the matrix ( A in the simple equation, A T diag A x in our equation) may be slightly perturbed:

A + E x = b + r ,

where E is some noise in A and r is some noise in b , and minimizing E r :

min [ E r ] : ( A + E ) x = b + r [ E r ] | F .

The last term in the singular value decomposition of [ A b ] , - s n + 1 u n + 1 v n + 1 T , is precisely what we want for [ E r ] .

At first glance, this exactly what we want. We can find the singular value decomposition of [ B f ] , take the last term as [ E r ] , and solve for k . When we implement this method, however, we get worse results compared to the measured data. Standard least squares returns a k with only 182.04% percent error (See [link] ); total least squares returns a k with 269.17% percent error (See [link] ). Looking at the structure of B = A T diag A x and E gives a hint as to why. The adjacency matrix, A , encodes information about the structure of the network, so it has a very specific pattern of zeros, which is reflected in B . There are no similar restrictions on E , allowing zeros in inappropriate places. This is physically equivalent to sprouting a new spring between two nodes, an absurdity. [link] below compares the structure of B ( [link] ) and E ( [link] ). Light green entires correspond to a zero; everything else corresponds to a nonzero entry. E has many non-zero entries where there should not be any. Note the scale for the colorbar on the right: the entries of E are two orders of magnitude smaller than the entries in B . Though they are small, they represent connections between nodes and springs that do not exist, throwing off the entire result. Requiring that particular entries equal zero makes the problem combinatorally harder.

Results from Least Squares and Total Least Squares
Total Least Squares: Structure of B and E

Statistical approaches

Statistical background

Because we would like to use statistical inference, it is important to have a basic understanding of several statistical concepts.

Definition 1 Probability Space

A space, Ω , of all possible events, ω Ω


Rolling a die is an event.

Flipping a coin is an event.

Loading forces onto the spring network is an event.

Definition 2 Random Variable

A mapping from a space of events into the real line, X : Ω R , or real n -dimensional space, X : Ω R n

Questions & Answers

find the 15th term of the geometric sequince whose first is 18 and last term of 387
Jerwin Reply
I know this work
The given of f(x=x-2. then what is the value of this f(3) 5f(x+1)
virgelyn Reply
hmm well what is the answer
how do they get the third part x = (32)5/4
kinnecy Reply
can someone help me with some logarithmic and exponential equations.
Jeffrey Reply
sure. what is your question?
okay, so you have 6 raised to the power of 2. what is that part of your answer
I don't understand what the A with approx sign and the boxed x mean
it think it's written 20/(X-6)^2 so it's 20 divided by X-6 squared
I'm not sure why it wrote it the other way
I got X =-6
ok. so take the square root of both sides, now you have plus or minus the square root of 20= x-6
oops. ignore that.
so you not have an equal sign anywhere in the original equation?
is it a question of log
I rally confuse this number And equations too I need exactly help
But this is not salma it's Faiza live in lousvile Ky I garbage this so I am going collage with JCTC that the of the collage thank you my friends
Commplementary angles
Idrissa Reply
im all ears I need to learn
right! what he said ⤴⤴⤴
what is a good calculator for all algebra; would a Casio fx 260 work with all algebra equations? please name the cheapest, thanks.
Kevin Reply
a perfect square v²+2v+_
Dearan Reply
kkk nice
Abdirahman Reply
algebra 2 Inequalities:If equation 2 = 0 it is an open set?
Kim Reply
or infinite solutions?
The answer is neither. The function, 2 = 0 cannot exist. Hence, the function is undefined.
Embra Reply
if |A| not equal to 0 and order of A is n prove that adj (adj A = |A|
Nancy Reply
rolling four fair dice and getting an even number an all four dice
ramon Reply
Kristine 2*2*2=8
Bridget Reply
Differences Between Laspeyres and Paasche Indices
Emedobi Reply
No. 7x -4y is simplified from 4x + (3y + 3x) -7y
Mary Reply
how do you translate this in Algebraic Expressions
linda Reply
Need to simplify the expresin. 3/7 (x+y)-1/7 (x-1)=
Crystal Reply
. After 3 months on a diet, Lisa had lost 12% of her original weight. She lost 21 pounds. What was Lisa's original weight?
Chris Reply
what's the easiest and fastest way to the synthesize AgNP?
Damian Reply
types of nano material
abeetha Reply
I start with an easy one. carbon nanotubes woven into a long filament like a string
many many of nanotubes
what is the k.e before it land
what is the function of carbon nanotubes?
I'm interested in nanotube
what is nanomaterials​ and their applications of sensors.
Ramkumar Reply
what is nano technology
Sravani Reply
what is system testing?
preparation of nanomaterial
Victor Reply
Yes, Nanotechnology has a very fast field of applications and their is always something new to do with it...
Himanshu Reply
good afternoon madam
what is system testing
what is the application of nanotechnology?
In this morden time nanotechnology used in many field . 1-Electronics-manufacturad IC ,RAM,MRAM,solar panel etc 2-Helth and Medical-Nanomedicine,Drug Dilivery for cancer treatment etc 3- Atomobile -MEMS, Coating on car etc. and may other field for details you can check at Google
anybody can imagine what will be happen after 100 years from now in nano tech world
after 100 year this will be not nanotechnology maybe this technology name will be change . maybe aftet 100 year . we work on electron lable practically about its properties and behaviour by the different instruments
name doesn't matter , whatever it will be change... I'm taking about effect on circumstances of the microscopic world
how hard could it be to apply nanotechnology against viral infections such HIV or Ebola?
silver nanoparticles could handle the job?
not now but maybe in future only AgNP maybe any other nanomaterials
I'm interested in Nanotube
this technology will not going on for the long time , so I'm thinking about femtotechnology 10^-15
can nanotechnology change the direction of the face of the world
Prasenjit Reply
At high concentrations (>0.01 M), the relation between absorptivity coefficient and absorbance is no longer linear. This is due to the electrostatic interactions between the quantum dots in close proximity. If the concentration of the solution is high, another effect that is seen is the scattering of light from the large number of quantum dots. This assumption only works at low concentrations of the analyte. Presence of stray light.
Ali Reply
the Beer law works very well for dilute solutions but fails for very high concentrations. why?
bamidele Reply
how did you get the value of 2000N.What calculations are needed to arrive at it
Smarajit Reply
Privacy Information Security Software Version 1.1a
Got questions? Join the online conversation and get instant answers!
QuizOver.com Reply

Get the best Algebra and trigonometry course in your pocket!

Source:  OpenStax, The art of the pfug. OpenStax CNX. Jun 05, 2013 Download for free at http://cnx.org/content/col10523/1.34
Google Play and the Google Play logo are trademarks of Google Inc.

Notification Switch

Would you like to follow the 'The art of the pfug' conversation and receive update notifications?