Efficient Algorithms for Solution of Regularized Total Least Squares
Efficient Algorithms for Solution of Regularized Total Least Squares
Error-contaminated systems $Ax \approx b$, for which A is ill-conditioned, are considered. Such systems may be solved using Tikhonov-like regularized total least squares (RTLS) methods. Golub, Hansen, and O'Leary [SIAM J. Matrix Anal. Appl., 21 (1999), pp. 185--194] presented a parameter-dependent direct algorithm for the solution of the augmented Lagrange …