Regularization by truncated Cholesky factorization: a comparison of four different approaches

DOI10.1016/J.JCO.2006.07.003MaRDI QIDQ883332zbMATH OpenOpenAlexFDO

Authors Barbara Kaltenbacher

Publication date 4 June 2007

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jco.2006.07.003

zbMATH Keywords

Cholesky factorizationill-posed linear operator equationsnumerical examplesregularization

Mathematics Subject Classification ID

Linear operators and ill-posed problems, regularization (47A52) Numerical solutions to equations with linear operators (65J10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

Review text

Due to the principle of regularization by restricting the number of degrees of freedom, truncating the Cholesky factorization of a symmetric positive definite matrix can be expected to have a stabilizing effect. Based on this idea, the author considers four different approaches for regularizing ill-posed linear operator equations. Convergence in the noise free case and in the situation of noisy data is analyzed. Numerical tests illustrate the theoretical results.

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Cites work

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• scientific article; zbMATH DE number 4054935 (Why is no real title available?)
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Cited in

(3)

• Low rank approximation of the symmetric positive semidefinite matrix
• scientific article; zbMATH DE number 4166703 (Why is no real title available?)
• On the low-rank approximation by the pivoted Cholesky decomposition

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