\(L\)-curve curvature bounds via Lanczos bidiagonalization (Q1866491)

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scientific article; zbMATH DE number 1893809
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    \(L\)-curve curvature bounds via Lanczos bidiagonalization
    scientific article; zbMATH DE number 1893809

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      \(L\)-curve curvature bounds via Lanczos bidiagonalization (English)
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      5 May 2003
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      Methods similar to those employed for the computation of the \(L\)-ribbon are used here to compute a ``curvature-ribbon'' by partial Lanczos bidiagonalization of a matrix. A suitable value of the regularization parameter for ill-conditioned systems of equations is then determined. An associated approximate solution of the linear system follows with little additional work.
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      ill-posed problem
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      Tikhonov regularization
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      \(L\)-curve
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      Gauss quadrature
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      partial Lanczos bidiagonalization
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      ill-conditioned systems
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