Lavrentiev-type regularization methods for Hermitian problems

DOI10.1007/S10092-014-0113-0MaRDI QIDQ2355299zbMATH OpenOpenAlexFDO

Authors Silvia Noschese, Lothar Reichel

Publication date 22 July 2015

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10092-014-0113-0

zbMATH Keywords

discrete ill-posed problemfractional Lavrentiev regularizationLavrentiev regularizationmatrix nearness problemnoisy Hermitian systemnumerical experiment

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Ill-posedness and regularization problems in numerical linear algebra (65F22)

Review text

The fractional Lavrentiev regularization method, associated to a noisy Hermitian system \(Ax=b\), reads as \((A^{1+\alpha} + \mu I) x = A^{\alpha} P_{R(A)}(b)\). The authors propose to replace the regularization matrix \(\mu I\) by a more general one \(M_{\mu, \alpha}\), such that \(|| M_{\mu, \alpha} ||_F < || \mu I ||_F\) and \(A^{1+\alpha} + M_{\mu, \alpha} \) has no eigenvalue smaller than \(\mu\). Numerical experiments are also presented.

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Cites work

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Cited in

(4)

• Fractional Tikhonov regularization with a nonlinear penalty term
• An iterative Lavrentiev regularization method
• Fractional regularization matrices for linear discrete ill-posed problems
• A regularized projection immersed boundary method for smooth boundary forces

Describes a project that uses

Uses Software

• Regularization tools

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