Solving regularized total least squares problems based on eigenproblems

Publikationstyp
Journal Article
Date Issued
2010-06
Sprache
English
Author(s)
Lampe, Jörg  
Voß, Heinrich 
Institut
Mathematik E-10  
Numerische Simulation E-10 (H)  
TORE-URI
http://hdl.handle.net/11420/3954
Journal
Taiwanese journal of mathematics  
Volume
14
Issue
3 A
Start Page
885
End Page
909
Citation
Taiwanese Journal of Mathematics 3 A (14): 885-909 (2010)
Publisher DOI
10.11650/twjm/1500405873
Scopus ID
2-s2.0-77954080016
Publisher
The Mathematical Society of the Republic of China (Taiwan)
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.
DDC Class
510: Mathematik