Numerical tools for analysis and solution of Fredholm integral equations of the first kind (Q4036219)

Ill-posed linear integral equations of the first kind inevitably lead upon discretization to highly ill-conditioned linear algebraic systems. Standard numerical methods are ineffective for the solution of such systems, particularly if errors are present in the data. A number of techniques, called regularization methods, have been devised to mitigate the difficulties associated with the instability of the linear systems. This paper is a lucid survey of regularization methods for linear systems resulting from discretization of Fredholm integral equations of the first kind, with particular attention to methods based on the generalized singular value decomposition. The emphasis is on practical computation. Many numerical examples and helpful computational hints are provided.