Nov. 13, 2001
11:25 a.m.
How do I solve a Total Least Squares problem in Numpy ? A small example would be appreciated.
The TLS problem assumes an overdetermined set of linear equations AX = B, where both the data matrix A as well as the observation matrix B are inaccurate:
X, resids, rank, s = LinearAlgebra.linear_least_squares(A,B) -Travis