The truncated SVD as a method for regularization

DOI10.1007/BF01937276zbMath0633.65041WikidataQ56135301 ScholiaQ56135301MaRDI QIDQ1096333

Publication date: 1987

Published in: BIT (Search for Journal in Brave)

perturbation theory ill-conditioned matrix truncated singular value decomposition method of regularization numerical rank ill- posed problems unconstrained linear least squares problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18) Probabilistic methods, stochastic differential equations (65C99)

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