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Large-scale Tikhonov regularization of total least squares
Publikationstyp
Journal Article
Date Issued
2012-09-01
Sprache
English
Author(s)
Voß, Heinrich
Institut
TORE-URI
Volume
238
Issue
1
Start Page
95
End Page
108
Citation
Journal of Computational and Applied Mathematics 1 (238): 95-108 (2013)
Publisher DOI
Scopus ID
Publisher
North-Holland
The total least squares (TLS) method is a successful approach for linear problems when not only the right-hand side but the system matrix is also contaminated by some noise. For ill-posed TLS problems regularization is necessary to stabilize the computed solution. In this paper we present a new approach for computing an approximate solution of the Tikhonov-regularized large-scale total least-squares problem. An iterative method is proposed which solves a convergent sequence of projected linear systems and thereby builds up a highly suitable search space. The focus is on efficient implementation with particular emphasis on the reuse of information.
Subjects
General-form Tikhonov regularization
Ill-posedness
Total least squares
DDC Class
510: Mathematik