On a quadratic eigenproblem occurring in regularized total least squares

@article{Lampe2007OnAQ,
  title={On a quadratic eigenproblem occurring in regularized total least squares},
  author={J{\"o}rg Lampe and Heinrich Voss},
  journal={Computational Statistics & Data Analysis},
  year={2007},
  volume={52},
  pages={1090-1102}
}
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
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