Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639487 | Journal of Computational and Applied Mathematics | 2013 | 14 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jörg Lampe, Heinrich Voss,