On a quadratic eigenproblem occurring in regularized total least squares

  title={On a quadratic eigenproblem occurring in regularized total least squares},
  author={J{\"o}rg Lampe and Heinrich Voss},
  journal={Computational Statistics & Data Analysis},
In a recent paper Sima, Van Huffel and Golub [Regularized total least squares based on quadratic eigenvalue problem solvers. BIT Numerical Mathematics 44, 793 812 (2004)] suggested a computational approach for solving regularized total least squares problems via a sequence of quadratic eigenvalue problems. Taking advantage of a variational characterization of real eigenvalues of nonlinear eigenproblems we prove the existence of a right most eigenvalue. For large problems we improve the approach… CONTINUE READING
12 Citations
22 References
Similar Papers


Publications citing this paper.
Showing 1-10 of 12 extracted citations


Publications referenced by this paper.
Showing 1-10 of 22 references

Regularization Techniques in Model Fitting and Parameter Estimation

  • D. M. Sima
  • PhD thesis, Katolieke Universiteit Leuven, Leuven…
  • 2006
Highly Influential
8 Excerpts

ARPACK Users’ Guide

  • R. B. Lehoucq, D. C. Sorensen, C. Yang
  • Solution of Large-Scale Eigenvalue Problems with…
  • 1998
Highly Influential
2 Excerpts

A minimax principle for nonlinear eigenvalue problems with applications to nonoverdamped systems

  • H. Voss, B. Werner
  • Math. Meth. Appl. Sci., 4:415–424
  • 1982
Highly Influential
3 Excerpts

Similar Papers

Loading similar papers…