Schultz matrix iteration based method for stable solution of discrete ill-posed problems
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The authors design an iterative method for computing a stable approximation of the noise free solution of a least squares problem of the form \[ \min_{x \in \mathbb{R}} \|Ax - \tilde{b} \|_2, ~A \in \mathbb{R}^{m \times n}, ~m \geq n,\, \tilde{b} = b + c, \] where \(b\) is the exact data and \(c\) is the noise. They prove quadratic convergence of the iterates to the minimal norm noise free solution, together with an error estimate, when the truncation parameter is computed through the discrepancy principle.
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Cited in
(3)- Adaptive coefficients iterative method for computing matrix inverse
- Efficient space-dependent source retrieval method for a time-fractional diffusion model
- Schur-decomposition for 3D matrix equations and its application in solving radiative discrete ordinates equations discretized by Chebyshev collocation spectral method
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