Article ID Journal Published Year Pages File Type
4645438 Applied Numerical Mathematics 2012 13 Pages PDF
Abstract

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 suggest the use of the L-curve for the determination of the regularization parameter. The focus is on efficient implementation with particular emphasis on the reuse of information gained during the convergence history.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics