A Newton root-finding algorithm for estimating the regularization parameter for solving ill-conditioned least squares problems (Q3608362)
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scientific article; zbMATH DE number 5523347
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| English | A Newton root-finding algorithm for estimating the regularization parameter for solving ill-conditioned least squares problems |
scientific article; zbMATH DE number 5523347 |
Statements
A Newton root-finding algorithm for estimating the regularization parameter for solving ill-conditioned least squares problems (English)
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4 March 2009
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Least squares problems
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regularization
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Newton method
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root finding
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comparison of methods
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numerical examples
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ill-conditioned overdetermined systems
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singular value decomposition
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performance
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generalized cross-validation
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unbiased predictive risk estimation
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0.7917389869689941
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0.7917389869689941
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0.7766318321228027
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0.7729781270027161
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