On a quadratic eigenproblem occurring in regularized total least squares

DOI10.1016/j.csda.2007.05.020zbMath1393.15013MaRDI 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

regularization; total least squares; quadratic eigenvalue problem; maxmin characterization

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65F22: Ill-posedness and regularization problems in numerical linear algebra

15A18: Eigenvalues, singular values, and eigenvectors

Uses Software

• Regularization tools
• ARPACK
• UTV
• VanHuffel