Fast CG-Based Methods for Tikhonov--Phillips Regularization (Q4253091)

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scientific article; zbMATH DE number 1307773
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    Fast CG-Based Methods for Tikhonov--Phillips Regularization
    scientific article; zbMATH DE number 1307773

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      Fast CG-Based Methods for Tikhonov--Phillips Regularization (English)
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      24 June 1999
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      cg-method
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      shifted systems
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      ill-posed problems
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      Tikhonov-Phillips regularization
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      conjugate gradient algorithms
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      The authors study two methods for accelerating the standard conjugate gradient (cg) algorithms for solving a family of systems of the type \[ (A^*A+\alpha I)x= A^* y^\delta. \] In the first method a stopping criterion is developed for the cg-iterates which is linked to the noise level \(\delta\) and the current value of \(\alpha\). The second method uses three-term recurrence Lanczos process to compute the solutions simultaneously for different values of \(\alpha\).
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