A new method for TSVD regularization truncated parameter selection (Q460202): Difference between revisions
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Summary: The truncated singular value decomposition (TSVD) regularization applied in ill-posed problem is studied. Through mathematical analysis, a new method for truncated parameter selection which is applied in TSVD regularization is proposed. In the new method, all the local optimal truncated parameters are selected first by taking into account the interval estimation of the observation noises; then the optimal truncated parameter is selected from the local optimal ones. While comparing the new method with the traditional generalized cross-validation (GCV) and \(L\) curve methods, a random ill-posed matrices simulation approach is developed in order to make the comparison as statistically meaningful as possible. Simulation experiments have shown that the solutions applied with the new method have the smallest mean square errors, and the computational cost of the new algorithm is the least. | |||
| Property / review text: Summary: The truncated singular value decomposition (TSVD) regularization applied in ill-posed problem is studied. Through mathematical analysis, a new method for truncated parameter selection which is applied in TSVD regularization is proposed. In the new method, all the local optimal truncated parameters are selected first by taking into account the interval estimation of the observation noises; then the optimal truncated parameter is selected from the local optimal ones. While comparing the new method with the traditional generalized cross-validation (GCV) and \(L\) curve methods, a random ill-posed matrices simulation approach is developed in order to make the comparison as statistically meaningful as possible. Simulation experiments have shown that the solutions applied with the new method have the smallest mean square errors, and the computational cost of the new algorithm is the least. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65F22 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35R30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6354447 / rank | |||
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Revision as of 12:37, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for TSVD regularization truncated parameter selection |
scientific article |
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A new method for TSVD regularization truncated parameter selection (English)
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13 October 2014
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Summary: The truncated singular value decomposition (TSVD) regularization applied in ill-posed problem is studied. Through mathematical analysis, a new method for truncated parameter selection which is applied in TSVD regularization is proposed. In the new method, all the local optimal truncated parameters are selected first by taking into account the interval estimation of the observation noises; then the optimal truncated parameter is selected from the local optimal ones. While comparing the new method with the traditional generalized cross-validation (GCV) and \(L\) curve methods, a random ill-posed matrices simulation approach is developed in order to make the comparison as statistically meaningful as possible. Simulation experiments have shown that the solutions applied with the new method have the smallest mean square errors, and the computational cost of the new algorithm is the least.
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