Geodesic
Large-scale dual regularized total least squares
Electronic transactions on numerical analysis, Tome 42 (2014), pp. 13-40
The total least squares (TLS) method is a successful approach for linear problems when not only the right-hand side but also the system matrix is contaminated by some noise. For ill-posed 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 dual regularized 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 an efficient implementation with particular emphasis on the reuse of information.
Classification : 65F15, 65F22, 65F30
Keywords: total least squares, regularization, ill-posedness, generalized eigenproblem 
@article{ETNA_2014__42__a8,
     author = {Lampe,  J\"org and Voss,  Heinrich},
     title = {Large-scale dual regularized total least squares},
     journal = {Electronic transactions on numerical analysis},
     pages = {13--40},
     year = {2014},
     volume = {42},
     zbl = {1295.65043},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2014__42__a8/}
}
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AU  - Lampe,  Jörg
AU  - Voss,  Heinrich
TI  - Large-scale dual regularized total least squares
JO  - Electronic transactions on numerical analysis
PY  - 2014
SP  - 13
EP  - 40
VL  - 42
UR  - http://geodesic.mathdoc.fr/item/ETNA_2014__42__a8/
LA  - en
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%0 Journal Article
%A Lampe,  Jörg
%A Voss,  Heinrich
%T Large-scale dual regularized total least squares
%J Electronic transactions on numerical analysis
%D 2014
%P 13-40
%V 42
%U http://geodesic.mathdoc.fr/item/ETNA_2014__42__a8/
%G en
%F ETNA_2014__42__a8
Lampe,  Jörg; Voss,  Heinrich. Large-scale dual regularized total least squares. Electronic transactions on numerical analysis, Tome 42 (2014), pp. 13-40. http://geodesic.mathdoc.fr/item/ETNA_2014__42__a8/