Large-scale Tikhonov regularization of total least squares

Publikationstyp
Journal Article
Publikationsdatum
2012-09-01
Sprache
English
Author
Lampe, Jörg 
Voß, Heinrich 
Institut
Mathematik E-10 
TORE-URI
http://hdl.handle.net/11420/3324
Enthalten in
Journal of computational and applied mathematics 
Volume
238
Issue
1
Start Page
95
End Page
108
Citation
Journal of Computational and Applied Mathematics 1 (238): 95-108 (2013)
Publisher DOI
10.1016/j.cam.2012.08.023
Scopus ID
2-s2.0-84867054471
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.
Schlagworte
General-form Tikhonov regularization
Ill-posedness
Total least squares
DDC Class
510: Mathematik