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Medientyp:
E-Artikel
Titel:
A SUCCESSIVE LEAST SQUARES METHOD FOR STRUCTURED TOTAL LEAST SQUARES
Beteiligte:
Yalamov, Plamen Y.;
Yuan, Jin-yun
Erschienen:
Institute of Computational Mathematices and Scientific/Engineering Computing(ICMSEC) Chinese Academy of Sciences, 2003
Erschienen in:
Journal of Computational Mathematics, 21 (2003) 4, Seite 463-472
Sprache:
Englisch
ISSN:
0254-9409;
1991-7139
Entstehung:
Anmerkungen:
Beschreibung:
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.