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

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...

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Bibliographic Details
Main Authors: Jörg Lampe, Heinrich Voss
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2008-03-01
Series:Mathematical Modelling and Analysis
Subjects:
Online Access:https://journals.vgtu.lt/index.php/MMA/article/view/6990