Efficient determination of the hyperparameter in regularized total least squares problems

Authors:
J. Lampe;H. Voss
Affiliations:
Hamburg University of Technology, Institute of Numerical Simulation, Hamburg, Germany;Hamburg University of Technology, Institute of Numerical Simulation, Hamburg, Germany
Venue:
Applied Numerical Mathematics
Year:
2012

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Abstract

The total least squares (TLS) method is a successful approach for linear problems if both the system matrix and the right-hand side are contaminated by some noise. For ill-posed TLS problems regularization is necessary to stabilize the computed solution. In this paper we suggest the use of the L-curve for the determination of the regularization parameter. The focus is on efficient implementation with particular emphasis on the reuse of information gained during the convergence history.