Taiwanese Journal of Mathematics
- Taiwanese J. Math.
- Volume 14, Number 3A (2010), 885-909.
SOLVING REGULARIZED TOTAL LEAST SQUARES PROBLEMS BASED ON EIGENPROBLEMS
The total least squares (TLS) method is a successful approach for linear problems if both the system matrix and the right hand side are contaminated by some noise. For ill-posed TLS problems regularization is necessary to stabilize the computed solution. In this paper we summarize two iterative methods which are based on a sequence of eigenproblems. The focus is on efficient implementation with particular emphasis on the reuse of information gained during the convergence history.
Taiwanese J. Math., Volume 14, Number 3A (2010), 885-909.
First available in Project Euclid: 18 July 2017
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Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 65F22: Ill-posedness, regularization
Lampe, Jörg; Voss, Heinrich. SOLVING REGULARIZED TOTAL LEAST SQUARES PROBLEMS BASED ON EIGENPROBLEMS. Taiwanese J. Math. 14 (2010), no. 3A, 885--909. doi:10.11650/twjm/1500405873. https://projecteuclid.org/euclid.twjm/1500405873