Quantum-inspired algorithm for truncated total least squares solution

05/01/2022

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by   Qian Zuo, et al.

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Total least squares (TLS) methods have been widely used in data fitting. Compared with the least squares method, for TLS problem we takes into account not only the observation errors, but also the errors in the measurement matrix. This is more realistic in practical applications. For the large-scale discrete ill-posed problem Ax ≈ b, we introduce the quantum-inspired techniques to approximate the truncated total least squares (TTLS) solution. We analyze the accuracy of the quantum-inspired truncated total least squares algorithm and perform numerical experiments to demonstrate the efficiency of our method.