2018
DOI: 10.1002/nla.2219
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Randomized algorithms for total least squares problems

Abstract: Motivated by the recently popular probabilistic methods for low-rank approximations and randomized algorithms for the least squares problems, we develop randomized algorithms for the total least squares problem with a single right-hand side. We present the Nyström method for the medium-sized problems. For the large-scale and ill-conditioned cases, we introduce the randomized truncated total least squares with the known or estimated rank as the regularization parameter. We analyze the accuracy of the algorithm … Show more

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Cited by 32 publications
(25 citation statements)
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“…Many important questions remain to be answered. Research on the interactions and combinations of SR with other techniques such as floating-point arithmetic [46], [47], randomized detection algorithms [31], [48], success probability analysis [49], [50], and numerous other topics is now being pursued.…”
Section: Discussionmentioning
confidence: 99%
“…Many important questions remain to be answered. Research on the interactions and combinations of SR with other techniques such as floating-point arithmetic [46], [47], randomized detection algorithms [31], [48], success probability analysis [49], [50], and numerous other topics is now being pursued.…”
Section: Discussionmentioning
confidence: 99%
“…Thus, practical algorithms for approximating the condition numbers are worth studying. We propose statistical algorithms by taking advantage of the superiority of the small‐sample statistical condition estimation (SCE) techniques; see the details in other works …”
Section: Condition Numbers Of the Mtls Problemmentioning
confidence: 99%
“…We propose statistical algorithms by taking advantage of the superiority of the small-sample statistical condition estimation (SCE) techniques; see the details in other works. 19,[23][24][25] Perturbation analysis is an important research area in numerical analysis. Given a problem, the condition number measures the worst-case sensitivity of its solution to small perturbations in the input data.…”
Section: Theorem 3 Let H(a B) Be Defined As In Lemma 1 and Assume Tmentioning
confidence: 99%
“…Jia and Yang improve our bounds of the approximation accuracy for severely, moderately and mildly ill-posed problems; see [23]. Randomized algorithms are also used for the generalized Hermitian eigenvalue problems by Saibaba et al [34] and for the TLS problem by Xie et al [45].…”
Section: Introductionmentioning
confidence: 99%