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

Related Items

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

Uses Software

• Regularization tools
• ARPACK
• UTV
• VanHuffel

Cites Work

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• A Krylov Subspace Method for Quadratic Matrix Polynomials with Application to Constrained Least Squares Problems
• Efficient Algorithms for Solution of Regularized Total Least Squares
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• 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