On a quadratic eigenproblem occurring in regularized total least squares

DOI10.1016/J.CSDA.2007.05.020zbMath1393.15013OpenAlexW2004826069MaRDI QIDQ1020911

J. Martínez

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.020

zbMATH Keywords

regularizationtotal least squaresquadratic eigenvalue problemmaxmin characterization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (10)

Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation ⋮ Detecting hyperbolic and definite matrix polynomials ⋮ Total least-squares regularization of Tykhonov type and an ancient racetrack in Corinth ⋮ TLS-EM algorithm of mixture density models for exponential families ⋮ Regularized TLS-EM for estimating missing data ⋮ Efficient determination of the hyperparameter in regularized total least squares problems ⋮ Regularization of linear ill-posed problems with noisy right hand side and noisy operator ⋮ A survey on variational characterizations for nonlinear eigenvalue problems ⋮ Editorial: Total least squares and errors-in-variables modeling ⋮ An efficient Gauss-Newton algorithm for solving regularized total least squares problems

Uses Software

• Regularization tools
• ARPACK
• UTV
• VanHuffel

Cites Work

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• An Analysis of the Total Least Squares Problem
• A constrained eigenvalue problem
• Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
• An Arnoldi method for nonlinear eigenvalue problems
• Regularized total least squares based on quadratic eigenvalue problem solvers
• Finding a Global Optimal Solution for a Quadratically Constrained Fractional Quadratic Problem with Applications to the Regularized Total Least Squares
• A minimax principle for nonlinear eigenvalue problems with applications to nonoverdamped systems
• ARPACK Users' Guide
• A Krylov Subspace Method for Quadratic Matrix Polynomials with Application to Constrained Least Squares Problems
• Efficient Algorithms for Solution of Regularized Total Least Squares
• Tikhonov Regularization and Total Least Squares
• SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
• On the Solution of the Tikhonov Regularization of the Total Least Squares Problem

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