The exact condition number of the truncated singular value solution of a linear ill-posed problem

DOI10.1137/120869286MaRDI QIDQ2936588zbMATH OpenOpenAlexFDO

Authors Serge Gratton, Jean Tshimanga, El Houcine Bergou

Publication date 17 December 2014

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://oatao.univ-toulouse.fr/22597/1/bergou_22597.pdf

zbMATH Keywords

perturbation theorycondition numberleast squares solutiontruncated singular value decompositionFréchet derivative

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

• The truncated SVD as a method for regularization
• Sensitivity and conditioning of the truncated total least squares solution
• Truncated Singular Value Decomposition Solutions to Discrete Ill-Posed Problems with Ill-Determined Numerical Rank
• scientific article; zbMATH DE number 4078640
• A new \(L\)-curve for ill-posed problems

Cited in

(6)

• On the partial condition numbers for the indefinite least squares problem
• Some results on the regularization of LSQR for large-scale discrete ill-posed problems
• Effective condition number and its applications
• Partial condition number for the equality constrained linear least squares problem
• Condition numbers of the minimum norm least squares solution for the least squares problem involving Kronecker products
• On a second-order expansion of the truncated singular subspace decomposition.

Describes a project that uses

Uses Software

• Regularization tools

This page was built for publication: The exact condition number of the truncated singular value solution of a linear ill-posed problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2936588)