GCV for Tikhonov regularization via global Golub–Kahan decomposition
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Publication:2829107
DOI10.1002/nla.2034zbMath1374.65064OpenAlexW2337734184MaRDI QIDQ2829107
Caterina Fenu, Giuseppe Rodriguez, Lothar Reichel
Publication date: 26 October 2016
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.2034
singular value decompositionnumerical experimentsTikhonov regularizationGauss quadrature rulegeneralized cross validationlarge-scale least-squares problemsGauss-Radau quadrature ruleglobal Golub-Kahan decompositionstandard Golub-Kahan bidiagonalization
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical quadrature and cubature formulas (65D32)
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Uses Software
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