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That is, the data is \\((2)\\quad g(s_ i)=\\int^{b}_{a}k(s_ i,t)f(t)dt+\\epsilon (s_ i),\\) \\(i=1,2,...,n\\), where \\(\\epsilon (s_ i)\\sim N(0,\\sigma)\\), \\(i=1,2,...,n\\), (i.e. \\(\\epsilon (s_ i)\\) are independent errors with a normal distribution of mean zero and common variance \\(\\sigma^ 2\\) (unknown).    This paper deals with continuous approximation methods for obtaining a numerical solution f(t) in (1). The approximate solution is expressed in the linear form \\(f^*=\\sum a_ j\\phi_ j\\), where \\(a_ j\\) are parameters and \\(\\phi_ j\\) are certain basis functions. The values of \\(a_ j\\) are determined by the minimization of a regularizing measure, which takes account of both the discrete \\(I_ 2\\) error in the integral transform and the continuous \\(L_ 2\\) norm of \\(f^*\\) or one of its derivatives. A generalized cross-validation technique, based on the work of \\textit{G. Wahba} [SIAM J. Numer. Anal. 14, 651-667 (1977; Zbl 0402.65032)], is used for determining the smoothing parameter, and efficient algorithms are developed for three specific sets of basis functions \\(\\{\\phi_ j\\}\\), including a novel algorithm when \\(\\{\\phi_ j\\}\\) are chosen to be a set of eigenfunctions. Numerical examples are also given to compare the merits of the various algorithms. In the case where the function g(s) is not affected by noise, the established ``method of truncated solutions'' is adopted and an improved version of this method, based on B-splines, is described and then tested on numerical 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