Lavrentiev-type regularization methods for Hermitian problems (Q2355299): Difference between revisions
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English | Lavrentiev-type regularization methods for Hermitian problems |
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Lavrentiev-type regularization methods for Hermitian problems (English)
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22 July 2015
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The fractional Lavrentiev regularization method, associated to a noisy Hermitian system \(Ax=b\), reads as \((A^{1+\alpha} + \mu I) x = A^{\alpha} P_{R(A)}(b)\). The authors propose to replace the regularization matrix \(\mu I\) by a more general one \(M_{\mu, \alpha}\), such that \(|| M_{\mu, \alpha} ||_F < || \mu I ||_F\) and \(A^{1+\alpha} + M_{\mu, \alpha} \) has no eigenvalue smaller than \(\mu\). Numerical experiments are also presented.
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discrete ill-posed problem
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matrix nearness problem
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Lavrentiev regularization
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fractional Lavrentiev regularization
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noisy Hermitian system
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numerical experiment
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