Regularized total least squares based on the nonlinear Arnoldi method |
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| Authors: | Jörg Lampe Heinrich Voss |
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| Institution: | Hamburg University of Technology, Institute of Numerical Simulation, D-21071 Hamburg, Germany |
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| Abstract: | A computational approach for solving regularized total least squares problems via a sequence of quadratic eigenvalue problems has recently been introduced by Sima, Van Huffel, and Golub. Combining this approach with the nonlinear Arnoldi method and reusing information from all previous quadratic eigenvalue problems, together with an early update of search spaces we arrive at a very efficient method for large regularized total least squares problems. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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