Randomized Core Reduction for Discrete Ill-Posed Problem

Abstract

In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative randomization and the subspace iteration, is proposed to obtain the approximate core problem.In the error analysis, we provide upper bounds %in terms of the $(k+1)$-th singular value of $A$ for the errors of the solution and the residual of the randomized core reduction. Illustrative numerical examples and comparisons are presented.

23 pages