Year: 2003
Author: Plamen Y. Yalamov, Jin-Yun Yuan
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 4 : pp. 463–472
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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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2003-JCM-10249
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 4 : pp. 463–472
Published online: 2003-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Structure total least squares Linear least squares Successive linear squares method Toelitz systems Structure least squares.