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Regularization by truncated total least squares. (English) Zbl 0891.65040
The truncated total least squares (TLS) technique is investigated. It filters the solution by truncating the small singular values of the TLS matrix. The given iterative algorithm for computing the truncated TLS solution bases on Lanczos bidiagonalization. The algorithm is efficient when the number of retained singular values is small compared with the dimension of the given matrix.

MSC:
65F20 Numerical solutions to overdetermined systems, pseudoinverses
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