Structured total least squares and \(L_ 2\) approximation problems. (English) Zbl 0781.65028
The author shows that the solution to the structural total least squares problem follows from that of a nonlinear generalized singular value decomposition problem. An iterative scheme to find a (local) minimum is developed. Numerically it is shown that the scheme converges linearly. Application of this scheme to several problems is also discussed.
Reviewer: P.Narain (Bombay)
MSC:
| 65F20 | Numerical solutions to overdetermined systems, pseudoinverses |
Keywords:
linear convergence; structural total least squares problem; nonlinear generalized singular value decomposition; iterative schemeSoftware:
VanHuffelReferences:
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