Solving the Tikhonov Regularization of the Total Least Squares Problem by matrix simultaneous diagonalization via congruence

Abstract: We are concerned with solving the Tikhonov regularization of the total least squares (TRTLS) which minimizes a sum of a quadratic fractional function and a nonnegative penalty quadratic form. If the penalty is nonsingular, the problem is attained and has been solved efficiently. However, if the penalty is singular, the problem becomes much more complicated, it may not be attained. In this paper we explore the property of simultaneously diagonalizable via congruence of matrices to make a change of variables and transform the problem into one of three tractable formats. Each of which is then thorough analyzed.