A bidiagonalization algorithm for solving large and sparse ill-posed systems of linear equations

DOI10.1007/BF01941141zbMATH Open0658.65041MaRDI QIDQ1111337FDOQ1111337

Authors: Åke Björck 

Publication date: 1988

Published in: BIT (Search for Journal in Brave)

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zbMATH Keywords

regularizationcross-validationconjugate gradient methodleast squares problemscomparison of methodsLanczos bidiagonalizationill-conditioned systems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• The block conjugate gradient algorithm and related methods
• A Bidiagonalization-Regularization Procedure for Large Scale Discretizations of Ill-Posed Problems
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• A Practical Examination of Some Numerical Methods for Linear Discrete Ill-Posed Problems
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
• Algorithms for the regularization of ill-conditioned least squares problems
• Some Superlinear Convergence Results for the Conjugate Gradient Method
• The Lanczos Algorithm with Selective Orthogonalization
• The Singular Value Decomposition in Product Form

Cited In (55)

• A hybrid sensitivity function and Lanczos bidiagonalization-Tikhonov method for structural model updating: application to a full-scale bridge structure
• Hybrid Projection Methods with Recycling for Inverse Problems
• Application of denoising methods to regularizationof ill-posed problems
• Adaptive Arnoldi-Tikhonov regularization for image restoration
• The regularizing properties of global GMRES for solving large-scale linear discrete ill-posed problems with several right-hand sides
• SIRT- and CG-type methods for the iterative solution of sparse linear least-squares problems
• A regularizing Lanczos iteration method for underdetermined linear systems
• A survey on variational characterizations for nonlinear eigenvalue problems
• Low-CP-rank tensor completion via practical regularization
• Some numerical aspects of Arnoldi-Tikhonov regularization
• Some results on the regularization of LSQR for large-scale discrete ill-posed problems
• Some matrix nearness problems suggested by Tikhonov regularization
• Lanczos tridiagonalization and core problems
• On nondecreasing sequences of regularization parameters for nonstationary iterated Tikhonov
• Efficient determination of the hyperparameter in regularized total least squares problems
• The discrete Picard condition for discrete ill-posed problems
• GCV for Tikhonov regularization by partial SVD
• Large-scale Tikhonov regularization via reduction by orthogonal projection
• Hybrid Projection Methods with Recycling for Inverse Problems
• Approximation accuracy of the Krylov subspaces for linear discrete ill-posed problems
• Sampling method based projection approach for the reconstruction of 3D acoustically penetrable scatterers
• Arnoldi-Tikhonov regularization methods
• Noise representation in residuals of LSQR, LSMR, and CRAIG regularization
• On the choice of solution subspace for nonstationary iterated Tikhonov regularization
• The block Lanczos algorithm for linear ill-posed problems
• Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction
• Large-Scale Inverse Problems in Imaging
• Large scale least squares scattered data fitting
• Tikhonov regularization and the L-curve for large discrete ill-posed problems
• A Framework for Regularization via Operator Approximation
• An implicit shift bidiagonalization algorithm for ill-posed systems
• Greedy Tikhonov regularization for large linear ill-posed problems
• A GCV based Arnoldi-Tikhonov regularization method
• Regularization properties of LSQR for linear discrete ill-posed problems in the multiple singular value case and best, near best and general low rank approximations
• An inner–outer iterative method for edge preservation in image restoration and reconstruction ^*
• A Hybrid LSMR Algorithm for Large-Scale Tikhonov Regularization
• GCV for Tikhonov regularization via global Golub-Kahan decomposition.
• SEBSM-Based Iterative Method for Solving Large Systems of Linear Equations and Its Applications in Engineering Computation
• Learning regularization parameters of inverse problems via deep neural networks
• A Generalized Krylov Subspace Method for $\ell_p$-$\ell_q$ Minimization
• Simple and efficient determination of the Tikhonov regularization parameter chosen by the generalized discrepancy principle for discrete ill-posed problems
• A special modified Tikhonov regularization matrix for discrete ill-posed problems
• A modified truncated singular value decomposition method for discrete ill-posed problems
• The regularizing effect of the Golub-Kahan iterative bidiagonalization and revealing the noise level in the data
• Square regularization matrices for large linear discrete ill-posed problems.
• Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
• An Algorithm for the Regularization of Ill-Conditioned, Banded Least Squares Problems
• Relations between SVD and GSVD of discrete regularization problems in standard and general form
• GKB-FP: An algorithm for large-scale discrete ill-posed problems
• A short-term rational Krylov method for linear inverse problems
• A preconditioned Krylov subspace method for linear inverse problems with general-form Tikhonov regularization
• The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations
• Double precision is not necessary for LSQR for solving discrete linear ill-posed problems
• The regularized global GMERR method for solving large-scale linear discrete ill-posed problems
• Backward error analysis of the Lanczos bidiagonalization with reorthogonalization

Uses Software

• LSQR
• LINPACK
• CRAIG

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