Regularization with randomized SVD for large-scale discrete inverse problems (Q2866181)
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scientific article; zbMATH DE number 6237975
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| English | Regularization with randomized SVD for large-scale discrete inverse problems |
scientific article; zbMATH DE number 6237975 |
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Regularization with randomized SVD for large-scale discrete inverse problems (English)
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13 December 2013
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large-scale discrete inverse problem
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randomized singular value decomposition (SVD)
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regularization
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numerical example
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algorithm
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ill-conditioned linear problem
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randomized algorithm
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The authors propose an algorithm for solving the large-scale ill-conditioned linear problems arising from the discretization of inverse problems. The algorithm is to first using a randomized algorithm introduced by \textit{N. Halko} et al. [SIAM Rev. 53, No. 2, 217--288 (2011; Zbl 1269.65043)], greatly reduce the size of the original system, and then apply some existing regularizations. Numerical tests demonstrate that the algorithm works well for large-scale systems with noisy data.
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