GLOBAL CONVERGENCE OF RTLSQEP: A SOLVER OF REGULARIZED TOTAL LEAST SQUARES PROBLEMS VIA QUADRATIC EIGENPROBLEMS

DOI10.3846/1392-6292.2008.13.55-66zbMath1151.65033OpenAlexW2057580712MaRDI QIDQ3511774

Heinrich Voss, Jörg Lampe

Publication date: 11 July 2008

Published in: Mathematical Modelling and Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3846/1392-6292.2008.13.55-66

zbMATH Keywords

regularizationquadratic eigenvalue problemTotal least squares method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (4)

Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation ⋮ Two projection methods for regularized total least squares approximation ⋮ Efficient determination of the hyperparameter in regularized total least squares problems ⋮ A survey on variational characterizations for nonlinear eigenvalue problems

Uses Software

• ARPACK

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