Regularization, GSVD and truncated GSVD (Q1824353)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Regularization, GSVD and truncated GSVD
scientific article

    Statements

    Regularization, GSVD and truncated GSVD (English)
    0 references
    0 references
    0 references
    1989
    0 references
    The linear least-squares problem \(\min \| Ax-b\|_ 2\) for very ill-conditioned matrices A is considered. First of all, the generalized singular value decomposition (GSVD) and its truncated form (TGSVD) are outlined, and then it is explained why the Tikhonov regularization and the TGSVD approach produce smooth solutions. In the sequel a perturbation analysis for the two methods is presented in the most important case of a perturbed right-hand side and the proper choice of the regularization and truncation parameters is discussed. Finally, the author shows an efficient procedure of solution of the given problem by means of a transformation suggested by \textit{L. Eldén} [ibid. 17, 134-145 (1977; Zbl 0362.65105)] to avoid the explicit computation of the GSVD.
    0 references
    0 references
    ill-posed problem
    0 references
    perturbation theory
    0 references
    linear least-squares problem
    0 references
    ill-conditioned matrices
    0 references
    generalized singular value decomposition
    0 references
    Tikhonov regularization
    0 references
    truncation parameters
    0 references
    0 references