GLOBAL CONVERGENCE OF RTLSQEP: A SOLVER OF REGULARIZED TOTAL LEAST SQUARES PROBLEMS VIA QUADRATIC EIGENPROBLEMS
2008 ◽
Vol 13
(1)
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pp. 55-66
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Keyword(s):
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.
Keyword(s):
2012 ◽
Vol 239-240
◽
pp. 1352-1355
Keyword(s):
2010 ◽
Vol 89
(11)
◽
pp. 1693-1703
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Keyword(s):
2014 ◽
Vol 461
◽
pp. 18-41
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Keyword(s):