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Some matrix nearness problems suggested by Tikhonov regularization

Authors :
Lothar Reichel
Silvia Noschese
Source :
Linear Algebra and its Applications. 502:366-386
Publication Year :
2016
Publisher :
Elsevier BV, 2016.

Abstract

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for problems of small to moderate size are Tikhonov regularization and truncated singular value decomposition (TSVD). By considering matrix nearness problems related to Tikhonov regularization, several novel regularization methods are derived. These methods share properties with both Tikhonov regularization and TSVD, and can give approximate solutions of higher quality than either one of these methods.

Details

ISSN :
00243795
Volume :
502
Database :
OpenAIRE
Journal :
Linear Algebra and its Applications
Accession number :
edsair.doi.dedup.....1347022bb6e2fe6d64e4077a12bbab17
Full Text :
https://doi.org/10.1016/j.laa.2015.04.008