| A SUCCESSIVE LEAST SQUARES METHOD FOR STRUCTURED TOTAL LEAST SQUARES |
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| 引用本文： | PlamenY.Yalamov Jin-yunYuan. A SUCCESSIVE LEAST SQUARES METHOD FOR STRUCTURED TOTAL LEAST SQUARES[J]. 计算数学(英文版), 2003, 21(4): 463-472 |
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| 作者姓名： | PlamenY.Yalamov Jin-yunYuan |
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| 作者单位： | [1]CenterofAppliedMathematicsandIn]ormatics,UniversityofRousse,7017Rousse,Bulgaria [2]DepartamentodeMatemdtica,UniversidadeFederaldoParand,CentroPolitdcnico,CaixaPostal19.081,81531-990Curitiba-PR,Brazil |
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| 基金项目： | The work of the first author was also supported by Grant MM-707/97 from the National Scientific Research Fund of the Bulgarian Ministry of Education and Science .The work of the second author was partially supported by CNPq,CAPES,FINEP,Fundacao Araucaria |
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| 摘 要： | A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems.The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.
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| 关 键 词： | 逐次最小二乘法 总最小二乘方问题 Toelitz系统 结构 全局收敛性 非线性方程 |
A SUCCESSIVE LEAST SQUARES METHOD FOR STRUCTURED TOTAL LEAST SQUARES |
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| Plamen Y. Yalamov. A SUCCESSIVE LEAST SQUARES METHOD FOR STRUCTURED TOTAL LEAST SQUARES[J]. Journal of Computational Mathematics, 2003, 21(4): 463-472 |
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| Authors: | Plamen Y. Yalamov |
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| Abstract: | A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems. The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly. |
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| Keywords: | Structure total least squares Linear Least squares Successive linear squares method Toeplitz systems Structure least squares. |
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