Schultz matrix iteration based method for stable solution of discrete ill-posed problems (Q725513): Difference between revisions

The authors design an iterative method for computing a stable approximation of the noise free solution of a least squares problem of the form \[ \min_{x \in \mathbb{R}} \|Ax - \tilde{b} \|_2, ~A \in \mathbb{R}^{m \times n}, ~m \geq n,\, \tilde{b} = b + c, \] where \(b\) is the exact data and \(c\) is the noise. They prove quadratic convergence of the iterates to the minimal norm noise free solution, together with an error estimate, when the truncation parameter is computed through the discrepancy principle.