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Filter Factors of Truncated TLS Regularization with Multiple Observations

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    SYSNO ASEP0474150
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JČlánek ve WOS
    TitleFilter Factors of Truncated TLS Regularization with Multiple Observations
    Author(s) Hnětynková, I. (CZ)
    Plešinger, Martin (UIVT-O) RID, SAI, ORCID
    Žáková, J. (CZ)
    Source TitleApplications of Mathematics. - : Springer - ISSN 0862-7940
    Roč. 62, č. 2 (2017), s. 105-120
    Number of pages16 s.
    Languageeng - English
    CountryCZ - Czech Republic
    Keywordstruncated total least squares ; multiple right-hand sides ; eigenvalues of rank-d update ; ill-posed problem ; regularization ; filter factors
    Subject RIVBA - General Mathematics
    OECD categoryApplied mathematics
    R&D ProjectsGA13-06684S GA ČR - Czech Science Foundation (CSF)
    Institutional supportUIVT-O - RVO:67985807
    UT WOS000400889400002
    EID SCOPUS85015684073
    DOI10.21136/AM.2017.0228-16
    AnnotationThe total least squares (TLS) and truncated TLS (T-TLS) methods are widely known linear data fitting approaches, often used also in the context of very ill-conditioned, rank-deficient, or ill-posed problems. Regularization properties of T-TLS applied to linear approximation problems Ax approx b were analyzed by Fierro, Golub, Hansen, and O’Leary (1997) through the so-called filter factors allowing to represent the solution in terms of a filtered pseudoinverse of A applied to b. This paper focuses on the situation when multiple observations b1,..., bd are available, i.e., the T-TLS method is applied to the problem AX approx B, where B = [b1,..., bd] is a matrix. It is proved that the filtering representation of the T-TLS solution can be generalized to this case. The corresponding filter factors are explicitly derived.
    WorkplaceInstitute of Computer Science
    ContactTereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
    Year of Publishing2018
Number of the records: 1  

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