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Original Articles

Global convergence of RTLSQEP: A solver of regularized total least squares problems via quadratic eigenproblems

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Pages 55-66 | Received 02 Sep 2007, Published online: 14 Oct 2010
 

Abstract

The total least squares (TLS) method is a successful approach for linear problems if both the matrix and the right hand side are contaminated by some noise. In a recent paper Sima, Van Huffel and Golub suggested an iterative method for solving regularized TLS problems, where in each iteration step a quadratic eigenproblem has to be solved. In this paper we prove its global convergence, and we present an efficient implementation using an iterative projection method with thick updates.

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