
We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear system Ax=b, we show that this condition number can be computed using the singular values and the right singular vectors of [A,b] and A. We also provide an upper bound that requires the computation of the largest and the smallest singular value of [A,b] and the smallest singular value of A. In numerical examples, we compare these values and the resulting forward error bounds with existing error estimates.
Numerical Analysis, Total least squares, Errors in-variables model, Normwise perturbations, FOS: Mathematics, [MATH] Mathematics [math], Numerical Analysis (math.NA), Condition number
Numerical Analysis, Total least squares, Errors in-variables model, Normwise perturbations, FOS: Mathematics, [MATH] Mathematics [math], Numerical Analysis (math.NA), Condition number
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