A direct method for a regularized least-squares problem

DOI10.1002/nla.644zbMath1224.65106OpenAlexW1983647565MaRDI QIDQ3011693

Ingegerd Skoglund, Tommy Elfving

Publication date: 29 June 2011

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.644

zbMATH Keywords

numerical examplescross-validationleast squaresregularization parameterblock matrixQR-factorizationReinsch's methodsubstance transport in rivers

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Ecology (92D40)

Uses Software

• Regularization tools
• UTV

Cites Work

• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• Least squares with a quadratic constraint
• Smoothing by spline functions.
• An Algorithm for the Regularization of Ill-Conditioned, Banded Least Squares Problems
• A block-preconditioner for a special regularized least-squares problem
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Rank-Deficient and Discrete Ill-Posed Problems