Some results on the regularization of LSQR for large-scale discrete ill-posed problems (Q1708059)

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Some results on the regularization of LSQR for large-scale discrete ill-posed problems
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    Some results on the regularization of LSQR for large-scale discrete ill-posed problems (English)
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    4 April 2018
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    The authors derive bounds for the \(2\)-norm distance between the \(k\)-dimensional Krylov subspace of the LSQR algorithm and the \(k\)-dimensional right singular space. Therefore they show that the algorithm has better regularizing effects for severely and moderately ill-posed problems than for mildly ill-posed ones. Numerical experiments illustrating these regularizing properties of LSQR algorithm are also presented.
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    ill-posed problem
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    regularization
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    Lanczos bidiagonalization
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    LSQR
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    CGLS
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    hybrid LSQR
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