GKB-FP: An algorithm for large-scale discrete ill-posed problems (Q1960212): Difference between revisions
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scientific article
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English | GKB-FP: An algorithm for large-scale discrete ill-posed problems |
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GKB-FP: An algorithm for large-scale discrete ill-posed problems (English)
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13 October 2010
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The authors present a new algorithm for discrete ill-posed problems, which is called GKB-FP. This method exploits the Golub-Kahan bidiagonalization algorithm together with Tikhonov regularization in the generated Krylov subspace. The regularization parameter for the projected problem is chosen by the fixed-point method already presented by the first author. A detailed convergence analysis is provided. The paper is enriched by many numerical results on well-known problems so that the effectiveness of the method appears comparable with other methods already used, and even better.
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Tikhonov regularization
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large-scale problems
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discrete ill-posed problems
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Golub-Kahan bidiagonalization
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Krylov subspace
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fixed-point method
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convergence
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numerical results
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