A conjugate-gradient-type rational Krylov subspace method for ill-posed problems
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Abstract: Conjugated gradients on the normal equation (CGNE) is a popular method to regularise linear inverse problems. The idea of the method can be summarised as minimising the residuum over a suitable Krylov subspace. It is shown that using the same idea for the shift-and-invert rational Krylov subspace yields an order-optimal regularisation scheme.
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Cited in
(5)- Enriched Krylov subspace methods for ill-posed problems
- Some transpose-free CG-like solvers for nonsymmetric ill-posed problems
- PreconditioningCGNE iteration for inverse problems
- A short-term rational Krylov method for linear inverse problems
- Regularization of linear inverse problems by rational Krylov methods
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