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t = l 1
z 1
q 1 , q 2 >
0
sdls
stls
saddle locus
= l 2 +
t
t = l 2
dls
tls
ols
solution locus
mdls
t = 0
z 2
t = ∞
t = −∞
mtls
t = l 1 +
= l 1
t
z 1
q 2 < 0, q 1 > 0
sdls
stls saddle locus
= l 2 +
t
= l 2
dls
t
tls
ols
saddle locus
mdls
t = 0
z 2
t = ∞
t = −∞
mtls
t = l 1 +
Figure 5.7 Two-dimensional case: hyperbolas and critical loci for q 1 >
0, q 2 >
0and q 1 >
0,
q 2 <
0.
Remark 109 (Scheduling First Step) To solve a GeTLS problem, a possible
technique is to begin with some iterations with
0( i.e., the corresponding OLS
problem ) . This method places the weight vector in the solution locus, just avoiding
entering the divergence zone.
ζ =
If the eigenvalue decomposition of A T Ais
Remark 110 (An EVD Technique)
known ( i.e., the orthogonal matrix V ) , the vector q q 1 q 2 ··· q n T and the
position of the z axes can be computed. Therefore, the position of the solution
 
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