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On Weighted Structured Total Least Squares

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Large-Scale Scientific Computing (LSSC 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3743))

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Abstract

In this contribution we extend our previous results on the structured total least squares problem to the case of weighted cost functions. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size when the weight matrix is banded with bandwidth that is independent of the sample size.

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References

  1. Golub, G., Van Loan, C.: An analysis of the total least squares problem. SIAM J. Numer. Anal. 17, 883–893 (1980)

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  3. Markovsky, I., Van Huffel, S.: High-performance numerical algorithms and software for structured total least squares. J. of Comput. and Appl. Math. 180(2), 311–331 (2005)

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  4. Markovsky, I., Van Huffel, S., Pintelon, R.: Block-Toeplitz/Hankel structured total least squares. SIAM J. Matrix Anal. Appl. 26(4), 1083–1099 (2005)

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  5. Markovsky, I., Rastello, M.L., Premoli, A., Kukush, A., Van Huffel, S.: The elementwise weighted total least squares problem. Comp. Stat. & Data Anal. 51(1), 181–209 (2005)

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Author information

Authors and Affiliations

  1. ESAT-SCD, K.U. Leuven, Kasteelpark Arenberg 10, B-3001, Leuven, Belgium

    Ivan Markovsky & Sabine Van Huffel

Authors
  1. Ivan Markovsky
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  2. Sabine Van Huffel
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Editor information

Editors and Affiliations

  1. Institute for Parallel Processing, Bulgarian Academy of Sciences, Acad. G. Bonchev, Bl. 25A, 1113, Sofia, Bulgaria

    Ivan Lirkov

  2. Institute for Parallel Processing, Bulgarian Academy of Sciences, Acad. G. Bonchev Str. Bl. 25-A, 1113, Sofia, Bulgaria

    Svetozar Margenov

  3. Informatics & Mathematical Modeling, Technical University of Denmark, DK-2800, Lyngby, Denmark

    Jerzy Waśniewski

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© 2006 Springer-Verlag Berlin Heidelberg

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Markovsky, I., Van Huffel, S. (2006). On Weighted Structured Total Least Squares. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2005. Lecture Notes in Computer Science, vol 3743. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11666806_80

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  • DOI: https://doi.org/10.1007/11666806_80

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-31994-8

  • Online ISBN: 978-3-540-31995-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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