Large-scale Tikhonov regularization of total least squares

• Autores: Jörg Lampe, Heinrich Voss
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 238, Nº 1, 2013, págs. 95-108
• Idioma: inglés
• DOI: 10.1016/j.cam.2012.08.023
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• Resumen

  • 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 illposed 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 Tikhonovregularized 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.