Regularization, GSVD and truncated GSVD

DOI10.1007/BF02219234zbMath0682.65021MaRDI QIDQ1824353

Per Christian Hansen

Publication date: 1989

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02219234

zbMATH Keywords

perturbation theory; linear least-squares problem; Tikhonov regularization; ill-posed problem; generalized singular value decomposition; ill-conditioned matrices; truncation parameters

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

Related Items

Estimation of the Regularization Parameter in Linear Discrete Ill-Posed Problems Using the Picard Parameter, Bayes Meets Krylov: Statistically Inspired Preconditioners for CGLS, Relaxed Regularization for Linear Inverse Problems, Bilevel optimization, deep learning and fractional Laplacian regularization with applications in tomography, A Generalized CUR Decomposition for Matrix Pairs, The GSVD: Where are the Ellipses?, Matrix Trigonometry, and More, Moving load identification on Euler-Bernoulli beams with viscoelastic boundary conditions by Tikhonov regularization, Comparative studies on the criteria for regularization parameter selection based on moving force identification, Current distribution reconstruction in switching arcs by means of regularization based on GSVD, Relaxed Regularization for Linear Inverse Problems, A Framework for Regularization via Operator Approximation, Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems, Krylov methods for inverse problems: Surveying classical, and introducing new, algorithmic approaches, Subspace-restricted singular value decompositions for linear discrete ill-posed problems, On the reduction of Tikhonov minimization problems and the construction of regularization matrices, Structured condition numbers of structured Tikhonov regularization problem and their estimations, The discrete Picard condition for discrete ill-posed problems, The joint bidiagonalization process with partial reorthogonalization, A truncated projected SVD method for linear discrete ill-posed problems, Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems, Solving singular integral equations using Gaussian quadrature and overdetermined system, Parameter determination for Tikhonov regularization problems in general form, Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework, Computational techniques for inverse problems in kidney modeling, Old and new parameter choice rules for discrete ill-posed problems, Rescaling the GSVD with application to ill-posed problems, On choices of formulations of computing the generalized singular value decomposition of a large matrix pair, Simplified GSVD computations for the solution of linear discrete ill-posed problems, 3D temperature distribution reconstruction in furnace based on acoustic tomography, Regularization parameter estimation for large-scale Tikhonov regularization using a priori information, Relations between SVD and GSVD of discrete regularization problems in standard and general form, On worst-case condition numbers of a multiple nonzero finite generalized singular value, A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair, Numerical algorithms for a sideways parabolic problem with variable coefficients, Tikhonov Regularization and Randomized GSVD, Condition numbers and perturbation analysis for the Tikhonov regularization of discrete ill-posed problems, Optimal Low-rank Approximations of Bayesian Linear Inverse Problems, Regularization with Differential Operators: An Iterative Approach

Cites Work

• Unnamed Item
• The discrete Picard condition for discrete ill-posed problems
• Computation of the singular value expansion
• The truncated SVD as a method for regularization
• A note on the perturbation of singular values
• Relations between SVD and GSVD of discrete regularization problems in standard and general form
• Truncated Singular Value Decomposition Solutions to Discrete Ill-Posed Problems with Ill-Determined Numerical Rank
• Optimal Choice of a Truncation Level for the Truncated SVD Solution of Linear First Kind Integral Equations When Data are Noisy
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• On the Equivalence of Regularization and Certain Reproducing Kernel Hilbert Space Approaches for Solving First Kind Problems
• Generalizing the Singular Value Decomposition
• Algorithms for the regularization of ill-conditioned least squares problems
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
• A Practical Examination of Some Numerical Methods for Linear Discrete Ill-Posed Problems
• Bigradients and the Euclid-Sturm Algorithm