A GCV based Arnoldi-Tikhonov regularization method
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Publication:398632
DOI10.1007/S10543-013-0447-ZzbMATH Open1317.65104arXiv1304.0148OpenAlexW2035106447MaRDI QIDQ398632FDOQ398632
Authors: P. Novati, Maria Rosaria Russo 
Publication date: 15 August 2014
Published in: BIT (Search for Journal in Brave)
Abstract: For the solution of linear discrete ill-posed problems, in this paper we consider the Arnoldi-Tikhonov method coupled with the Generalized Cross Validation for the computation of the regularization parameter at each iteration. We study the convergence behavior of the Arnoldi method and its properties for the approximation of the (generalized) singular values, under the hypothesis that Picard condition is satisfied. Numerical experiments on classical test problems and on image restoration are presented.
Full work available at URL: https://arxiv.org/abs/1304.0148
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singular value decompositionTikhonov regularizationnumerical examplegeneralized cross validationArnoldi algorithmimage restoration problemlinear discrete ill-posed problemregularization toolbox
Ill-posedness and regularization problems in numerical linear algebra (65F22) Iterative numerical methods for linear systems (65F10)
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