Regularization by Truncated Total Least Squares
نویسندگان
چکیده
منابع مشابه
Regularization by Truncated Total Least Squares
The total least squares (TLS) method is a successful method for noise reduction in linear least squares problems in a number of applications. The TLS method is suited to problems in which both the coefficient matrix and the right-hand side are not precisely known. This paper focuses on the use of TLS for solving problems with very ill-conditioned coefficient matrices whose singular values decay...
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متن کاملSensitivity and Conditioning of the Truncated Total Least Squares Solution
We present an explicit expression for the condition number of the truncated total least squares (TLS) solution of Ax ≈ b. This expression is obtained using the notion of the Fréchet derivative. We also give upper bounds on the condition number which are simple to compute and interpret. These results generalize those in the literature for the untruncated TLS problem. Numerical experiments demons...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 1997
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s1064827594263837