Practical optimal regularization of large linear systems
In this paper we construct a few iterative processes for computing -inverses of a linear bounded operator. These algorithms are extensions of the corresponding algorithms introduced in [11] and a method from [8]. A few error estimates are derived.
Linear matrix approximation problems are often solved by the total least squares minimization (TLS). Unfortunately, the TLS solution may not exist in general. The so-called core problem theory brought an insight into this effect. Moreover, it simplified the solvability analysis if is of column rank one by extracting a core problem having always a unique TLS solution. However, if the rank of is larger, the core problem may stay unsolvable in the TLS sense, as shown for the first time by Hnětynková,...