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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

what are the products of Nano chemistry?
Maira Reply
There are lots of products of nano chemistry... Like nano coatings.....carbon fiber.. And lots of others..
Even nanotechnology is pretty much all about chemistry... Its the chemistry on quantum or atomic level
Preparation and Applications of Nanomaterial for Drug Delivery
Hafiz Reply
Application of nanotechnology in medicine
what is variations in raman spectra for nanomaterials
Jyoti Reply
I only see partial conversation and what's the question here!
Crow Reply
what about nanotechnology for water purification
RAW Reply
please someone correct me if I'm wrong but I think one can use nanoparticles, specially silver nanoparticles for water treatment.
yes that's correct
I think
what is the stm
Brian Reply
is there industrial application of fullrenes. What is the method to prepare fullrene on large scale.?
industrial application...? mmm I think on the medical side as drug carrier, but you should go deeper on your research, I may be wrong
How we are making nano material?
what is a peer
What is meant by 'nano scale'?
What is STMs full form?
scanning tunneling microscope
how nano science is used for hydrophobicity
Do u think that Graphene and Fullrene fiber can be used to make Air Plane body structure the lightest and strongest. Rafiq
what is differents between GO and RGO?
what is simplest way to understand the applications of nano robots used to detect the cancer affected cell of human body.? How this robot is carried to required site of body cell.? what will be the carrier material and how can be detected that correct delivery of drug is done Rafiq
analytical skills graphene is prepared to kill any type viruses .
Any one who tell me about Preparation and application of Nanomaterial for drug Delivery
what is Nano technology ?
Bob Reply
write examples of Nano molecule?
The nanotechnology is as new science, to scale nanometric
nanotechnology is the study, desing, synthesis, manipulation and application of materials and functional systems through control of matter at nanoscale
Is there any normative that regulates the use of silver nanoparticles?
Damian Reply
what king of growth are you checking .?
What fields keep nano created devices from performing or assimulating ? Magnetic fields ? Are do they assimilate ?
Stoney Reply
why we need to study biomolecules, molecular biology in nanotechnology?
Adin Reply
yes I'm doing my masters in nanotechnology, we are being studying all these domains as well..
what school?
biomolecules are e building blocks of every organics and inorganic materials.
anyone know any internet site where one can find nanotechnology papers?
Damian Reply
sciencedirect big data base
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Source:  OpenStax, The art of the pfug. OpenStax CNX. Jun 05, 2013 Download for free at http://cnx.org/content/col10523/1.34
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