Global convergence of RTLSQEP: A solver of regularized total least squares problems via quadratic eigenproblems

Autor:	Jörg Lampe, Heinrich Voss
Jazyk:	angličtina
Rok vydání:	2008
Předmět:	total least squares method regularization quadratic eigenvalue problem Mathematics QA1-939
Zdroj:	Mathematical Modelling and Analysis, Vol 13, Iss 1 (2008)
Druh dokumentu:	article
ISSN:	1392-6292 1648-3510
DOI:	10.3846/1392-6292.2008.13.55-66
Popis:	The total least squares (TLS) method is a successful approach for linear problems if both the matrix and the right hand side are contaminated by some noise. In a recent paper Sima, Van Huffel and Golub suggested an iterative method for solving regularized TLS problems, where in each iteration step a quadratic eigenproblem has to be solved. In this paper we prove its global convergence, and we present an efficient implementation using an iterative projection method with thick updates. First Published Online: 14 Oct 2010
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/0b86d5b2c42d4d36af7a5a6c3f6bc5bb Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF