TLS的等价性与对应分析

K. Yao, F. Lorenzelli, J. Kong
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引用次数: 0

摘要

总最小二乘(TLS)技术在数值分析和现代信号处理中得到广泛应用,而对应分析(CA)则在应用数据和聚类分析中得到了应用。这两种技术都使用奇异值分解方法来确定各自的最优解。在对数据矩阵中心进行适当的预处理操作后,通过最小化施加在数据矩阵上的扰动的能量表明,这两种方法是等效的。给出了一些简单的图解解释和例子。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The equivalence of TLS and correspondence analysis
The total least squares (TLS) technique is will known in numerical analysis and modern signal processing, while correspondence analysis (CA) has found applications in applied data and clustering analysis. Both techniques use the SVD method to determine their respective optimum solutions. Upon an appropriate preprocessing operation of centering the data matrix, it is shown by minimizing the energy of the perturbation imposed on the data matrix that the two approaches are equivalent. Some simple graphical interpretations and examples are given.<>
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