Regularization by truncated Cholesky factorization: a comparison of four different approaches (Q883332): Difference between revisions
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| English | Regularization by truncated Cholesky factorization: a comparison of four different approaches |
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Regularization by truncated Cholesky factorization: a comparison of four different approaches (English)
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4 June 2007
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Due to the principle of regularization by restricting the number of degrees of freedom, truncating the Cholesky factorization of a symmetric positive definite matrix can be expected to have a stabilizing effect. Based on this idea, the author considers four different approaches for regularizing ill-posed linear operator equations. Convergence in the noise free case and in the situation of noisy data is analyzed. Numerical tests illustrate the theoretical results.
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regularization
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Cholesky factorization
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numerical examples
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ill-posed linear operator equations
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